Optimal signal estimation using cross-validation

被引：19

作者：

Nowak, RD

机构：

[1] Department of Electrical Engineering, Michigan State University, East Lansing

来源：

IEEE SIGNAL PROCESSING LETTERS | 1997年 / 4卷 / 01期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1109/97.551692

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This letter develops an optimal, nonlinear estimator of a deterministic signal in noise, The methods of penalized least-squares and cross-validation (CV) balance the bias-variance tradeoff and lead to a closed form expression for the estimator, The estimator is simultaneously optimal in a ''small-sample,'' predictive sum of squares sense and asymptotically optimal in the mean square sense.

引用

页码：23 / 25

页数：3