Maximum Likelihood Estimation of the Parameters of Nonminimum Phase and Non-causal ARMA Models

IEEE Transactions on Signal Processing

Volumn 42, Issue 1, 1994, Pages 209-211

  Rasmussen, Klaus Bolding ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; MATRIX ALGEBRA; RANDOM PROCESSES; REGRESSION ANALYSIS; SIGNAL FILTERING AND PREDICTION; SIGNAL PROCESSING; VECTORS;

BACK FILTERING BASED MAXIMUM LIKELIHOOD METHOD; MAXIMUM LIKELIHOOD ESTIMATION; NONMINIMUM PHASE; PREDICTION ERROR BASED MAXIMUM LIKELIHOOD METHOD; STOCHASTIC SIGNAL MODELS;

PARAMETER ESTIMATION;

EID: 0028195674     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.258141     Document Type: Article

References (12)

1. P. E. Papamichalis, Practical Approaches to Speech Coding. Englewood Cliffs, NJ: Prentice-Hall, 1987.
2. D. G. Stone, “Wavelet estimation,” Proc. IEEE, vol. 72, pp. 1394–1402, 1984.
3. S. Haykin, Adaptive Filter Theory. Englewood Cliffs, NJ: Prentice-Hall, 1986.
4. L. Ljung and T. S öderströ m, Theory and Practice of Recursive Identification. Cambridge, MA: MIT Press, 1983.
5. L. Ljung, System Identification: Theory for the User. Englewood Cliffs, NJ: Prentice-Hall, 1987.
6. D. Sengupta and S. Kay, “Efficient estimation of parameters for non-Gaussian autoregressive processes,” IEEE Trans. Acoust. Speech Signal Processing, vol. 37, pp. 785–794, 1989.
7. J. M. Mendel, “Tutorial on higher-order statistics (spectra) in signal processing and system theory: Theoretical results and some applications,” Proc. IEEE, vol. 79, pp. 278–305, 1991.
8. C. L. Nikias and M. R. Raghuveer, “Bispectrum estimation: A digital signal processing framework,” Proc. IEEE, vol. 75, pp. 869–891, 1987.
9. A. Papoulis, Probability, Random Variables, and Stochastic Processes. New York: McGraw-Hill, 1984.
10. A. V. Oppenheim and R. W. Schafer, Discrete-Time Signal Processing. Englewood Cliffs, NJ: Prentice-Hall, 1989.
11. K. B. Rasmussen, “Two-dimensional deconvolution of ultrasound images,” Ph.D. dissertation, Electronics Institute, Technical Univ. of Denmark, 1992.
12. K. -S. Lii and M. Rosenblatt, “Deconvolution and estimation of transfer function phase and coefficients for non-Gaussian linear processes,” Annals Stat., vol. 10, pp. 1195–1208, 1982.