Title :
A comparison of bias reduced methods for the estimation of rational transfer functions
Author :
Farrier, D.R. ; Prior-Wandesforde, A.R.
Author_Institution :
Dept. of Electr. Eng., Southampton Univ., UK
fDate :
3/1/1989 12:00:00 AM
Abstract :
The authors compare various methods that aim to decrease the bias in the Kumaresan-Tufts (KT) algorithm for estimating the parameters of rational transfer functions in additive white noise. A bias-reduced method for estimating rational transfer functions is shown to give improved performance over existing methods. The bias compensated method has the additional advantage of not requiring more computations than the KT method
Keywords :
filtering and prediction theory; additive white noise; bias reduced methods; estimation; filtering; rational transfer functions; Acoustic signal processing; Array signal processing; Covariance matrix; Data handling; Equations; Minimization methods; Signal processing; Signal processing algorithms; Speech processing; Transfer functions;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on