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
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;
Conference_Titel :
Signal Processing Conference, 2009 17th European
Conference_Location :
Glasgow
Print_ISBN :
978-161-7388-76-7
