DocumentCode
928743
Title
Autoregressive estimation using residual energy ratios (Corresp.)
Author
Dickinson, Bradley W.
Volume
24
Issue
4
fYear
1978
fDate
7/1/1978 12:00:00 AM
Firstpage
503
Lastpage
506
Abstract
The use of least squares estimates and their residual energies for obtaining autoregressive estimates satisfying a stability property are investigated. The partial correlation coefficients are used to provide an appropriate parametrization for this purpose. An algorithm is presented for efficient calculation of the estimates. Recursive versions of the estimate and maximum entropy properties are briefly discussed.
Keywords
Autoregressive processes; Least-squares estimation; Parameter estimation; Distortion measurement; Entropy; Information theory; Least squares approximation; Maximum likelihood estimation; Noise robustness; Rate distortion theory; Rate-distortion; Recursive estimation; Signal processing algorithms;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1978.1055905
Filename
1055905
Link To Document