DocumentCode
1344098
Title
On periodic autoregressive processes estimation
Author
Lambert-Lacroix, S.
Author_Institution
Lab. LMC-IMAG, Univ. Joseph Fourier, Grenoble
Volume
48
Issue
6
fYear
2000
fDate
6/1/2000 12:00:00 AM
Firstpage
1800
Lastpage
1803
Abstract
We consider the autoregressive estimation for periodically correlated processes, using the parametrization given by the partial autocorrelation function. We propose an estimation of these parameters by extending the sample partial autocorrelation method to this situation. A comparison with other methods is made. Relationships with the stationary multivariate case are discussed
Keywords
autoregressive processes; correlation theory; parameter estimation; partial autocorrelation function; periodic autoregressive processes estimation; periodically correlated processes; stationary multivariate case; Adaptive arrays; Adaptive signal processing; Autocorrelation; Autoregressive processes; Covariance matrix; Fasteners; Interference constraints; Interference elimination; Robustness; Sensor arrays;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.845938
Filename
845938
Link To Document