Empirical Bayesian Finite Impulse Response Modeling

Mohamed N. Nounou*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

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
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages6480-6484
Number of pages5
ISBN (Print)0780379241
DOIs
Publication statusPublished - 2003
Externally publishedYes
Event42nd IEEE Conference on Decision and Control - Maui, HI, United States
Duration: 9 Dec 200312 Dec 2003

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume6
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference42nd IEEE Conference on Decision and Control
Country/TerritoryUnited States
CityMaui, HI
Period9/12/0312/12/03

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