A Robust Support Vector Algorithm for Nonparametric Spectral Analysis
Rojo-Álvarez, José Luis; Martínez Ramón, Manel; Figueiras Vidal, Aníbal R; García Armada, Ana; Artés Rodríguez, Antonio
Date:
2009-02-04
Abstract
A new approach to the nonparametric spectral estimation on the basis of the support vector method (SVM) framework is presented. A reweighted least squared error formulation avoids the computational limitations of quadratic programming. The application to a synthetic example and to a digital communication problem shows the robustness of the SVM spectral analysis algorithm.
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