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：2024年6月11日（周二）14:30 - 15:30

讲座地点：钱伟长楼202报告厅

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理学院

2024年6月8日

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。