Support Vector Machines Framework for Linear Signal Processing

This paper presents a support vector machines (SVM) framework to deal with linear signal processing (LSP) problems. The approach relies on three basic steps for model building: (1) identifying the suitable base of the Hilbert signal space in the model, (2) using a robust cost function, and (3) minim...

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Detalles Bibliográficos
Autores: Rojo-Álvarez, José Luis, Camps Valls, Gustavo, Martínez Ramón, Manel, Soria Olivas, Emilio, Navia Vázquez, Ángel, Figueiras Vidal, Aníbal R
Tipo de recurso: artículo
Fecha de publicación:2009
País:España
Institución:Universidad Rey Juan Carlos
Repositorio:BURJC-Digital. Repositorio Institucional de la Universidad Rey Juan Carlos
OAI Identifier:oai:burjcdigital.urjc.es:10115/2489
Acceso en línea:http://hdl.handle.net/10115/2489
Access Level:acceso abierto
Palabra clave:Telecomunicaciones
3325 Tecnología de las Telecomunicaciones
Descripción
Sumario:This paper presents a support vector machines (SVM) framework to deal with linear signal processing (LSP) problems. The approach relies on three basic steps for model building: (1) identifying the suitable base of the Hilbert signal space in the model, (2) using a robust cost function, and (3) minimizing a constrained, regularized functional by means of the method of Lagrange multipliers. Recently, autoregressive moving average (ARMA) system identification and non-parametric spectral analysis have been formulated under this framework. The generalized, yet simple, formulation of SVM LSP problems is particularized here for three different issues: parametric spectral estimation, stability of Infinite Impulse Response filters using the gamma structure, and complex ARMA models for communication applications. The good performance shown on these different domains suggests that other signal processing problems can be stated from this SVM framework.