讲座题目：Advances in Rational Spectrum Estimation of Stationary Random Fields with Application in Identification

主讲人：朱彬助理教授（中山大学)

讲座时间：2023年10月13日（周五）14:30 - 16:00

讲座地点：钱伟长楼201会议室

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理学院

2023年9月28日

讲座内容简介

In this talk we consider the problem of estimating the multidimensional power spectral density which describes 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. We show that our theory allows to construct a well-posed spectral estimator for any finite dimension. In addition, the statistical consistency of our estimator can be guaranteed via consistent estimation of the generalized cepstral coefficients. At last we describe an application to the identification of a particular class of cascade linear stochastic systems.

主讲人简介：

朱彬于1991年出生，江苏常熟人；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），专业均为自动化；博士毕业于意大利帕多瓦大学（2018届），专业为信息工程。他在帕多瓦大学做了一年博士后之后，于2019年12月加入中山大学（深圳校区）智能工程学院，担任助理教授。他目前的研究兴趣包括频谱分析、频率估计以及用于信号处理和机器学习的稀疏优化技术。