Signal Processing and Piecewise Convex Estimation

03/14/2018
by   Kurt Riedel, et al.
0

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained smoothing spline fit is performed with the smoothing level chosen to minimize the MSE. The imposed constraint is that a single change point occurs in a region about each empirical change point of the first-stage estimate. This constraint is equivalent to requiring that the third derivative of the second-stage estimate has a single sign in a small neighborhood about each first-stage change point. We sketch how PCF may be applied to signal recovery, instantaneous frequency estimation, surface reconstruction, image segmentation, spectral estimation and multivariate adaptive regression.

READ FULL TEXT

Please sign up or login with your details

Forgot password? Click here to reset

Sign in with Google

×

Use your Google Account to sign in to DeepAI

×

Consider DeepAI Pro