A DELTA-MYWE ALGORITHM FOR PARAMETER-ESTIMATION OF NOISY AR PROCESSES

Authors
LI Q FAN H KARLSSON E
Citation
Q. Li et al., A DELTA-MYWE ALGORITHM FOR PARAMETER-ESTIMATION OF NOISY AR PROCESSES, IEEE transactions on signal processing, 44(5), 1996, pp. 1300-1303
Citations number
9
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
44
Issue
5
Year of publication
1996
Pages
1300 - 1303
Database
ISI
SICI code
1053-587X(1996)44:5<1300:ADAFPO>2.0.ZU;2-V
Abstract
In this correspondence, we develop a delta-operator-based modified Yul e-Walker equation algorithm (MYWE) for parameter estimation of a noisy autoregressive (AR) process. The methodology in developing this new a lgorithm is similar to the previous works on pure AR processes. Comput er simulation results are given to show the improvement of performance in estimating AR parameters in white noise over the q-operator MYWE a lgorithm.