DocumentCode
778866
Title
Efficient computation of autoregressive estimates through a sufficient statistic
Author
Pham, Dinh Tuan ; Dégerine, Serge
Author_Institution
Grenoble Univ., France
Volume
38
Issue
1
fYear
1990
fDate
1/1/1990 12:00:00 AM
Firstpage
175
Lastpage
177
Abstract
It is shown that various time reversible methods, in particular, Burg´s algorithm, for autoregressive model estimation may be performed through the use of a simple sufficient statistic. This provides more efficient computation of the estimators
Keywords
identification; signal processing; Burg algorithm; autoregressive model estimation; efficient computation; signal processing; sufficient statistic; time reversible methods; Array signal processing; Covariance matrix; Frequency estimation; Lattices; Maximum likelihood estimation; Parameter estimation; Polynomials; Sensor arrays; Statistics; White noise;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.45567
Filename
45567
Link To Document