A subspace approach to estimation of autoregressive parameters from noisy measurements

IEEE Transactions on Signal Processing

Volumn 46, Issue 2, 1998, Pages 531-534

  Davila, Carlos E ^a  

^a Southern Methodist University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; MATRIX ALGEBRA; PARAMETER ESTIMATION; PROBLEM SOLVING; RANDOM PROCESSES; REGRESSION ANALYSIS; SPURIOUS SIGNAL NOISE;

YULE WALKER EQUATIONS;

SIGNAL FILTERING AND PREDICTION;

EID: 0031999199     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.655442     Document Type: Article

References (16)

1. L. R. Rabiner and R. W. Schafter, Digital Processing of Speech Signals. Englewood Cliffs, NJ: Prentice-Hall, 1978.
2. S. Kay, Modern Spectral Estimation. Englewood Cliffs, NJ: PrenticeHall, 1988.
3. A. Cohen, Biomédical Signal Processing, Vol. 1. Boca Raton, FL: CRC, 1986.
4. G. E. P. Box and G. M. Jenkins, Time Series Analysis: Forecasting and Control. San Francisco, ÇA: Holden-Day, 1976.
5. S. Kay, Noise compensation for autoregressive spectral estimates, IEEE Trans. Acoust, Speech, Signal Processing, vol. ASSP-28, pp. 292-303, June 1980.
6. -, The effects of noise on the autoregressive spectral estimator, IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-27, pp. 47885, Oct. 1979.
7. W. R. Wu and P. C. Chen, Adaptive AR modeling in white Gaussian noise, IEEE Trans. Signal Processing, vol. 45, pp. 1184-1192, May 1997.
8. Y. T. Chan and R. Langford, Spectral estimation via the high-order Yule-Walker equations, IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, pp. 689-698, 1980.
9. D. Gingras, Estimation of the autoregressive parameter from observations of a noise-corrupted autoregressive time series, in Proc. ICASSP, Paris, France, 1982.
10. H. Ogura and H. Yoshida, Spectral analysis and subtraciton of noise in radar signals, IEEE Trans. Aerosp. Electron. Syst., vol. AES-17, pp. 62-71, 1981.
11. J. Cadzow, Spectral estimation: An overdetermined rational model equation approach, Proc. IEEE, vol. 70, pp. 907-939, Sept. 1982.
12. D. Brillinger, An introduction to polyspectra, Ann. Math. Statist., vol. 36, pp. 1351-1374, 1965.
13. G. B. Giannakis and J. M. Mendel, Identification of nonminimum phase systems using higher order statistics, IEEE Trans. Acoust., Speech, Signal Processing, vol. 37, pp. 360-377, Mar. 1989.
14. J. McEwen and G. Anderson, Modeling the stationarity and gaussianity of spontaneous electroencephalographic activity, IEEE Trans. Biomed. Eng., vol. BME-22, pp. 361-369, Sept. 1975.
15. D. P. McGinn and D. H. Johnson, Estimation of all-pole model parameters from noise-corrupted sequences, IEEE Trans. Acoust., Speech, Signal Processing, vol. 37, pp. 433135, Mar. 1989.
16. F. Chatelin, Eigenvalues of Matrices. New York: Wiley, 1993. [17] V. Pisarenko, The retrieval of harmonics from a covariance function, Geophys. J. R. Astron. Soc., vol. 33, pp. 347-366, 1973.