Title :
Efficient computation of autoregressive estimates through a sufficient statistic
Author :
Pham, Dinh Tuan ; Dégerine, Serge
Author_Institution :
Grenoble Univ., France
fDate :
1/1/1990 12:00:00 AM
Abstract :
It is shown that various time reversible methods, in particular, Burg´s algorithm, for autoregressive model estimation may be performed through the use of a simple sufficient statistic. This provides more efficient computation of the estimators
Keywords :
identification; signal processing; Burg algorithm; autoregressive model estimation; efficient computation; signal processing; sufficient statistic; time reversible methods; Array signal processing; Covariance matrix; Frequency estimation; Lattices; Maximum likelihood estimation; Parameter estimation; Polynomials; Sensor arrays; Statistics; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
