Further results on autoregressive spectral estimation from noisy observations

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Volumn E84-A, Issue 2, 2001, Pages 577-588

  Hasan, Kamrul ^a   Ahmed, Khawza Iftekhar Uddin ^a   Yahagi, Takashi ^a  

^a BANGLADESH UNIVERSITY OF ENGINEERING AND TECHNOLOGY   (Bangladesh)

Author keywords

Additive noise; Autoregressive system; Fuzzy logic; Iterative method; Spectral estimation

Indexed keywords

ALGORITHMS; ELECTRIC FILTERS; FUZZY SETS; ITERATIVE METHODS; REGRESSION ANALYSIS; SIGNAL TO NOISE RATIO; SPURIOUS SIGNAL NOISE;

LATTICE FILTER ALGORITHMS; SPECTRAL ESTIMATION;

SIGNAL PROCESSING;

EID: 0034824849     PISSN: 09168508     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (24)

1. P. Stoica and R.L. Moses, Introduction to Spectral Analysis, Prentice-Hall, Upper Saddle River, New Jersey, 1997.
2. S.M. Kay, Modern Spectral Estimation, Theory and Application, Prentice-Hall, Englewood Cliffs, New Jersey, 1988.
3. J.P. Burg, "Maximum entropy spectral analysis," Presented at the 37th Annu. Meet of Exploration Geophys., Oklahoma City, OK., Oct. 1967.
4. J. Makhoul, "Linear prediction: A tutorial review," Proc. IEEE, vol.63, no.4, pp.561-580, April 1975.
5. R.T. Lacoss, "Data adaptive spectral analysis methods," Geophys., vol.36, pp.661-675, Aug. 1971.
6. L.H. Koopmans, The Spectral Analysis of Time Series, Academic Press, New York, 1974.
7. W.A. Fuller, Introduction to Statistical Time Series, Wiley, 1976.
8. Q.T. Zhang, "A statistical resolution theory of the AR method of spectral analysis," IEEE Trans. Signal Process., vol.46, no.10, pp.2757-2766, Oct. 1998.
9. H. Akaike, "A new look at the statistical model identification," IEEE Trans. Autom. Control, vol.AC-19, no.6, pp.716-723, Dec. 1974.
10. S. Li and B.W. Dickinson, "An efficient method to compute consistent estimates of the AR parameters of an ARMA model," IEEE Trans. Autom. Control, vol.AC-31, no.3, pp.275-278, March 1986.
11. S. Li and B.W. Dickinson, "Application of the lattice filter to robust estimation of AR and ARMA models," IEEE Trans. Acoust., Speech & Signal Process., vol.36, no.4, pp.502-512, April 1988.
12. K. Konstantinides, "Threshold bounds in SVD and a new iterative algorithm for order selection in AR models," IEEE Trans. Signal Process., vol.39, no.5, pp.1218-1221, May 1991.
13. S.M. Kay, "Noise compensation for autoregressive spectral estimates," IEEE Trans. Acoust., Speech & Signal Process., vol.28, no.3, pp.292-303, June 1980.
14. W. Sun and T. Yahagi, "A new overfitting lattice filter for ARMA parameter estimation with additive noise," IEICE Trans. Fundamentals, vol.E75-A, no.2, pp.247-254, Feb. 1992.
15. H. Kanai, M. Abe, and K. Kido, "Accurate autoregressive spectrum estimation at low signal-to-noise ratio using a phase matching technique," IEEE Trans. Acoust., Speech & Signal Process., vol.35, no.9, pp.1264-1272, Sept. 1987.
16. T. Yahagi and M.K. Hasan, "Estimation of noise variance from noisy measurements of AR and ARMA systems: Application to blind identification of linear time-invariant systems," IEICE Trans. Fundamentals, vol.E77-A, no.5, pp.847-855, May 1994.
17. M. Pagano, "Estimation of autoregressive signals plus white noise," Ann. Statist., vol.2, no.1, pp.99-108, 1974.
18. V.-D. Luis, "New insights into the higher-order Yule-Walker equations," IEEE Trans. Acoust., Speech & Signal Process., vol.38, no.9, pp.1649-1651, Sept. 1990.
19. H.-T. Hu, "Linear prediction analysis of speech signals in the presence of white Gaussian noise with unknown variance," IEE Proc. Vis. Image Signal Process., vol.145, no.4, pp.303-308, Aug. 1998.
20. J.A. Cadzow, B. Baseghi, and T. Hsu, "Singular-value decomposition approach to time series modelling," IEE Proc., vol.130, Pt. F, no.3, pp.202-210, Aug. 1983.
21. S.M. Kay, "The effects of noise on the autoregressive spectral esitmator," IEEE Trans. Acoust., Speech & Signal Process., vol.27, no.5, pp.478-485, Oct. 1979.
22. P.M. Djuric and S.M. Kay, "Order selection of autoregressive models," IEEE Trans. Signal Process., vol.40, no.11, pp.2829-2833, Nov. 1992.
23. E.H. Mamdani and S. Assilian, "An experiment in linguistic synthesis with a fuzzy logic controller," Int. J. Man-Machine Studies, vol.7, no.1, pp.1-13, 1975.
24. J.-S.R. Jang, C.-T. Sun., and E. Mizutani, Neuro-Fuzzy and Soft Computing: A Comprehensive Approach to Learning and Machine Intelligence, Prentice-Hall, New Jersey, 1997.