Parameters Analysis for the Time-Varying Automatically Adjusted LPA Based Estimators

Abstract

The paper provides the performance analysis of the optimal parameters selection for the weighted local polynomial approximation (LPA) estimators combined by a data-driven adaptive method used for the automatically adjusted nonparametric LPA estimator size detection. The provided examples show that the LPA estimators upgraded by the modified adaptive intersection of the confidence intervals (ICI) based method (called the RICI method) outperform those based on the original ICI rule, while the ICI rule based LPA estimators were known to outperform non-adaptive ones with fixed size window length. The method's performance is analyzed in noise environment for two signals, showing the modified ICI based LPA estimators to be superior to those based on the original ICI method in terms of denoising estimation error reduction. The method can be applied in various technical fields, including image and video filtering, beamforming for phased array radar with antenna switching, acoustic echo cancellation, instantaneous frequency estimation, etc. 

A novel approach to extracting useful information from noisy TFDs using 2D local entropy measures

“…where R c is a chosen threshold [41,45,46]). The window width + obtained by the RICI rule is defined as…”