基于最优预测概念的多元谱估计
Multivariate Spectral Estimation based on the concept of Optimal Prediction
摘要：
在本技术说明中，我们处理的频谱近似问题中出现的三样多变量谱估计方法。该问题的解决方案最小化一个合适的发散指数相对于一个先验的谱密度。我们推导出一个新的分歧家庭之间的多元谱密度扎根于预测理论。在对先验谱密度的温和假设下，基于这个新的发散族的逼近问题，允许一族解。此外，还给出了这些解的复杂度的一个上界。
英文摘要：
In this technical note, we deal with a spectrum approximation problem arising in THREE-like multivariate spectral estimation approaches. The solution to the problem minimizes a suitable divergence index with respect to an a priori spectral density. We derive a new divergence family between multivariate spectral densities which takes root in the prediction theory. Under mild assumptions on the a priori spectral density, the approximation problem, based on this new divergence family, admits a family of solutions. Moreover, an upper bound on the complexity degree of these solutions is provided.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
