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6月11日讲座——中山大学朱彬副教授:Advances in Rational Spectrum Estimation of Stationary Random Fields with Application in Identification

作者:ykyb 编辑:院科研办 发布日期: 2024-06-08 来源:院科研办

讲座题目:Advances in Rational Spectrum Estimation of Stationary Random Fields with Application in Identification

主讲人:朱彬副教授(中山大学)

讲座时间:2024611日(周二)14:30 - 15:30

讲座地点:钱伟长楼202报告厅

欢迎有兴趣的师生前来聆听!

理学院

202468

讲座内容:

In this talk we consider the problem of estimating the multidimensional power spectral density of a second-order stationary random field from a finite number of samples. More specifically, we address the case where the dimension of the random field is greater than two for which a satisfying theory was missing. We propose a constrained maximum entropy problem which takes into account the usual covariances and a generalized definition of the cepstral moments, together with a consistent definition of the entropy. The optimization problem is solved via standard Lagrange dual analysis and a suitable design of regularization. We show that our theory allows to construct a well-posed spectral estimator for any finite dimension. In addition, the issue of statistical consistency of our estimator is also addressed, and application to system identification is discussed.


主讲人简介:

朱彬本科和硕士分别毕业于西安交通大学(2012届)和上海交通大学(2015届)的自动化专业;博士毕业于意大利帕多瓦大学(2018届)的信息工程专业。他目前在中山大学(深圳校区)智能工程学院担任副教授,研究兴趣包括频谱分析和稀疏优化技术等。


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