Identification of noisy AR systems using damped sinusoidal model of autocorrelation function

IEEE Signal Processing Letters

Volumn 10, Issue 6, 2003, Pages 157-160

  Hasan, Md Kamrul ^a   Fattah, S Anowarul ^a   Khan, M Rezwan ^a  

^a BANGLADESH UNIVERSITY OF ENGINEERING AND TECHNOLOGY   (Bangladesh)

Author keywords

Aautoregressive (AR) parameter estimation; Damped sinusoidal modeling; Low signal to noise ratio (SNR)

Indexed keywords

COMPUTER SIMULATION; CORRELATION THEORY; FUNCTIONS; PARAMETER ESTIMATION; SIGNAL TO NOISE RATIO; WHITE NOISE;

AUTOREGRESSIVE SYSTEMS;

SPURIOUS SIGNAL NOISE;

EID: 0038291767     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/LSP.2003.811590     Document Type: Article

References (10)

1. S. M. Kay, "Noise compensation for autoregressive spectral estimates," IEEE Trans. Acoust., Speech, Signal Processing, vol. 28, pp. 292-303, June 1980.
2. 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, 1992.
3. 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, no. 5, pp. 847-855, 1994.
4. M. K. Hasan, K. I. U. Ahmed, and T. Yahagi, "Further results on autoregressive spectral estimation from noisy observations," IEICE Trans. Fundamentals, vol. E84-A, no. 2, pp. 577-588, 2001.
5. 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 Processing, vol. 35, pp. 1264-1272, Sept. 1987.
6. W. X. Zheng, "A least-squares based method for autoregressive signals in the presence of noise," IEEE Trans. Circuits Syst. II, vol. 46, pp. 81-85, Jan. 1999.
7. V.-D. Luis, "New insights into the higher-order Yule-Walker equations," IEEE Trans. Accoust., Speech, Signal Processing, vol. 38, pp. 1649-1651, Sept. 1990.
8. R. Kumarson and D. W. Tufts, "Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noise," IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-30, pp. 833-840, Dec. 1982.
9. M. Tabei and B. R. Musicus, "A simple estimator for frequency and decay rate," IEEE Trans. Signal Processing, vol. 44, pp. 1504-1511, June 1996.
10. L. Rabiner and B. H. Juang, Fundamentals of Speech Recognition. Englewood Cliffs, NJ: Prentice-Hall, 1993.