Cramer-Rao Bounds For Ar Parameter And Reflection Coefficient Estimators

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 37, Issue 5, 1989, Pages 769-772

  Tuan, Pham Dinh ^a  

^a UNIV GRENOBLE ALPES   (France)

Author keywords

[No Author keywords available]

Indexed keywords

SPECTRUM ANALYSIS--THEORY; STATISTICAL METHODS--REGRESSION ANALYSIS;

AUTOREGRESSIVE PARAMETERS; CRAMER-RAO BOUND; REFLECTION COEFFICIENT;

MATHEMATICAL TECHNIQUES;

EID: 0024664665     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/29.17573     Document Type: Article

References (8)

1. O. Barndorf-Nielson and G. Chou, “On the parametrisation of autoregressive model by partial correlations,” J. Mult. Anal., vol. 3, pp. 408-419, 1978.
2. S. Dégerine and D. T. Pham, “Une nouvelle approche du calcul de l'estimateur de maximum de vraisemblance d'un modéle autorégressif,” presented at the 11th GRETSI Symp., Nice, France, 1987.
3. F. Giannella, “CR bounds for AR parameter estimation as a function of the data length,” IEEE Trans. Acoust., Speech, Signal Processing. vol. ASSP-34, pp. 994-995, 1986.
4. S. M. Kay, “Recursive maximum likelihood estimation of autoregres-sivc processes.” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-31. pp. 56-65, 1983.
5. S. M. Kay and S. L. Marple, “Spectrum analysis A modern perspective,” Proc. IEEE. vol. 69, pp. 1380-1419, 1981.
6. D. T. Pham, “Maximum likelihood estimation of autoregressive model by relaxation on the reflection coefficients,” to appear in IEEE Trans. Acoust., Speech, Signal Processing.
7. B. Porat and B. Friedlander, “The exact Cramer-Rao bound for Gaussian autoregressive processes,” IEEE Trans. Aerosp. Electron. Syst., vol. AES-23, pp. 537-541. 1987.
8. G. Tunicliffe-Wilson, “Some efficient computational procedures for high order ARMA models,” J. Statist. Comput. Simul., vol. 8. pp. 301-309. 1979.