Empirical Bayesian Finite Impulse Response Modeling

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper presents a Bayesian modeling technique, called Empirical Bayesian Finite Response (EBFIR) modeling, that helps deal with the collinearity problem usually encountered in FIR models, and helps improve the estimation accuracy of their coefficients. The developed technique iteratively solves for the prior density used in estimation and the FIR coefficients. The advantages of the developed EBFIR modeling technique are also illustrated though a simulated example.

Original languageEnglish
Title of host publicationProceedings of the IEEE Conference on Decision and Control
Pages6480-6484
Number of pages5
Volume6
DOIs
Publication statusPublished - 1 Dec 2003
Externally publishedYes
Event42nd IEEE Conference on Decision and Control - Maui, HI, United States
Duration: 9 Dec 200312 Dec 2003

Other

Other42nd IEEE Conference on Decision and Control
CountryUnited States
CityMaui, HI
Period9/12/0312/12/03

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ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modelling and Simulation
  • Control and Optimization

Cite this

Nounou, M. (2003). Empirical Bayesian Finite Impulse Response Modeling. In Proceedings of the IEEE Conference on Decision and Control (Vol. 6, pp. 6480-6484) https://doi.org/10.1109/CDC.2003.1272387