Estimation of multiple sinusoidal frequencies using truncated least squares methods

Estimation of multiple sinusoidal frequencies using truncated least squares methods

and then p(S) = 1. Now suppose that p (S) 2 p > 1 and that the boundary values of Gp-I are infinite. From (12) a boundary value of Gp can be finite only if /BPI = 1, then from (1 1) we obtain P k = O c,(t;p) = hkXj-(t-k) = 0 , andp(S) = p. Finally, we must show that forp 2 p (S) the MLE does not exist. reflection coefficients with IBkI < 1 fork < p and IPpI = 1 leading through (5) to the condit...

An Estimation Of Seasonal GDP Gap In Iran: Application Of Adaptive Least Squares Methods

Decomposition Methods for Least Squares Parameter Estimation

In this paper least squares method with matrix decomposition is revisited and a multiple model formulation is proposed The proposed formulation takes advantage of the well established decomposition methods but possesses a multiple model structure which leads to simpler and more exible implementations and produces more infor mation than the original least squares methods Several application exam...

Detection of main tidal frequencies using least squares harmonic estimation method

In this paper the efficiency of the method of Least Squares Harmonic Estimation (LS-HE) for detecting the main tidal frequencies is investigated. Using this method, the tidal spectrum of the sea level data is evaluated at two tidal stations: Bandar Abbas in south of Iran and Workington on the eastern coast of the UK. The amplitudes of the tidal constituents at these two tidal stations are not t...

Faster SVD-Truncated Least-Squares Regression

We develop a fast algorithm for computing the “SVD-truncated” regularized solution to the leastsquares problem: minx ‖Ax − b‖2. Let Ak of rank k be the best rank k matrix computed via the SVD of A. Then, the SVD-truncated regularized solution is: xk = A † k b. If A is m × n, then, it takes O(mnmin{m,n}) time to compute xk using the SVD of A. We give an approximation algorithm for xk which const...