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
fDate :
5/1/1996 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
