DocumentCode
974934
Title
A delta MYWE algorithm for parameter estimation of noisy AR processes
Author
Qiang Li ; Fan, Haining ; Karlsson, E.
Author_Institution
Hughes Network Syst. Inc., Germantown, MD
Volume
44
Issue
5
fYear
1996
fDate
5/1/1996 12:00:00 AM
Firstpage
1300
Lastpage
1303
Abstract
We develop a delta-operator-based modified Yule-Walker equation algorithm (MYWE) for parameter estimation of a noisy autoregressive (AR) process. The methodology in developing this new algorithm is similar to the previous works on pure AR processes. Computer simulation results are given to show the improvement of performance in estimating AR parameters in white noise over the q-operator MYWE algorithm
Keywords
autoregressive processes; mathematical operators; parameter estimation; white noise; autoregressive process; delta MYWE algorithm; delta-operator-based modified Yule-Walker equation algorithm; noisy AR processes; parameter estimation; q-operator MYWE algorithm; white noise; Autoregressive processes; Computer simulation; Delay; Equations; Estimation error; Low-frequency noise; Parameter estimation; Sampling methods; Signal processing algorithms; White noise;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.502349
Filename
502349
Link To Document