DocumentCode
697874
Title
An IQML type algorithm for AR parameter estimation from noisy covariance sequences
Author
Babu, Prabhu ; Stoica, Petre ; Marzetta, Thomas L.
Author_Institution
Dept. of Inf. Technol., Uppsala Univ., Uppsala, Sweden
fYear
2009
fDate
24-28 Aug. 2009
Firstpage
1022
Lastpage
1026
Abstract
we deal with the problem of AR parameter estimation from noisy covariance sequences. An iterative quadratic maximum likelihood (IQML) type of algorithm is proposed to solve the problem. The convergence and consistency properties of the method are studied by carrying out several numerical simulations.
Keywords
array signal processing; autoregressive moving average processes; convergence of numerical methods; iterative methods; maximum likelihood estimation; AR parameter estimation; IQML type algorithm; consistency properties; convergence properties; iterative quadratic maximum likelihood type algorithm; noisy covariance sequences; numerical simulations; Abstracts; Signal to noise ratio;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference, 2009 17th European
Conference_Location
Glasgow
Print_ISBN
978-161-7388-76-7
Type
conf
Filename
7077446
Link To Document