AR parameter estimation from noisy data using the EM algorithm

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 4, Issue , 1994, Pages IV69-IV72

  Deriche, M ^a  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE NOISE; ADDITIVES; COVARIANCE MATRIX; GAUSSIAN NOISE (ELECTRONIC); ITERATIVE METHODS; SIGNAL PROCESSING; SIGNAL TO NOISE RATIO; WHITE NOISE;

ADDITIVE WHITE GAUSSIAN NOISE; AUTOREGRESSIVE PROCESS; EM ALGORITHMS; ESTIMATION PROBLEM; EXPECTATION-MAXIMISATION; LIKELIHOOD FUNCTIONS; LOW SIGNAL-TO-NOISE RATIO; NOISE PROCESS;

PARAMETER ESTIMATION;

EID: 0004408003     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.1994.389874     Document Type: Conference Paper

References (5)

1. S. M. Kay, Modern Spectral Estimation, Prentice-Hall 1988.
2. M. Pagano, "Estimation of Models of AR Signals plus White Noise", Ann. Stat., vol. 2, pp. 99-108, 1974.
3. J. S. Lim and A. V. Oppenheim, "All-Pole Modeling of Degraded Speech", IEEE Trans, in ASSP, vol. 26, no. 3, pp. 197-210, June 1978.
4. R. D. Preuss, " AR Spectral Estimation in Noise with Reference to Speech Analysis", Dig. Sig. Proa, vol. 1, no. 2, April 1991.
5. A. P. Dempster, N. M. Laird, and D. B. Rubin, "Maximum Likelihood from Incomplete Data via the EM Algorithm", J. of Roy. Stat. Soc, vol. 39, pp. 1-88, 1977.