Title :
Exact maximum likelihood identification of MA(1) systems driven by Cauchy noise of unknown dispersion
Author :
Tsihrintzis, George A. ; Nikias, Chrysostomos L.
Author_Institution :
Dept. of Electr. Eng., Virginia Univ., Charlottesville, VA, USA
Abstract :
Derives the exact likelihood function for identification of the parameter of a MA(1) system from observation of its output when the input is an i.i.d. Cauchy sequence of unknown dispersion. Computer simulation illustrates the procedure.
Keywords :
interference (signal); maximum likelihood estimation; moving average processes; signal processing; Cauchy noise; MA(1) systems; dispersion; exact maximum likelihood identification; iid input; output; parameter; Application software; Array signal processing; Computer simulation; Image processing; Maximum likelihood estimation; Parameter estimation; Signal processing; Spectral analysis; System identification;
Journal_Title :
Signal Processing Letters, IEEE
