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Optimal local polynomial regression of noisy time varying signals

Murthy, Sreenivasa A and Sreenivas, TV (2008) Optimal local polynomial regression of noisy time varying signals. In: European Signal Processing Conference (EUSIPCO), August 25-29, 2008,, Switzerland.

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Abstract

We address the problem of local-polynomial modeling of smooth time-varying signals with unknown functional form, in the presence of additive noise. The problem formulation is in the time domain and the polynomial coefficients are estimated in the pointwise minimum mean square error (PMMSE) sense. The choice of the window length for local modeling introduces a bias-variance tradeoff, which we solve optimally by using the intersection-of-confidence-intervals (ICI) technique. The combination of the local polynomial model and the ICI technique gives rise to an adaptive signal model equipped with a time-varying PMMSE-optimal window length whose performance is superior to that obtained by using a fixed window length. We also evaluate the sensitivity of the ICI technique with respect to the confidence interval width. Simulation results on electrocardiogram (ECG) signals show that at 0dB signal-to-noise ratio (SNR), one can achieve about 12dB improvement in SNR. Monte-Carlo performance analysis shows that the performance is comparable to the basic wavelet techniques. For 0 dB SNR, the adaptive window technique yields about 2-3dB higher SNR than wavelet regression techniques and for SNRs greater than 12dB, the wavelet techniques yield about 2dB higher SNR.

Item Type: Conference Paper
Department/Centre: Division of Electrical Sciences > Electrical Communication Engineering
Date Deposited: 19 Sep 2011 08:45
Last Modified: 19 Sep 2011 08:45
URI: http://eprints.iisc.ernet.in/id/eprint/40592

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