• DocumentCode
    3038564
  • Title

    Identification of complex autoregressive processes

  • Author

    Ponnusamy, J. ; Srinath, M.D. ; Rajasekaran, P.K.

  • Author_Institution
    Southern Methodist University Dallas, TX
  • Volume
    4
  • fYear
    1979
  • fDate
    28946
  • Firstpage
    384
  • Lastpage
    387
  • Abstract
    The problem of estimating the spectrum of a complex stochastic process observed in additive white noise is considered. The problem is reduced to one of parameter identification by assuming an autoregressive model for the process. An algorithm for estimating these parameters is derived. Examples are presented to illustrate the use of the algorithm.
  • Keywords
    Additive noise; Additive white noise; Autoregressive processes; Equations; Gaussian noise; Least squares approximation; Parameter estimation; Stochastic processes; Transfer functions; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '79.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1979.1170810
  • Filename
    1170810
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3038564