Paper data
Title:
A New Method For Parameter Estimation of Autoregressive Signals in Colored Noise Author(s): Hasan Md., Dept. of EEE, BUET, Dhaka-1000, Bangladesh Khan M., Dept. of EEE, BUET, Dhaka-1000, Bangladesh Page numbers in the proceedings: Volume I pp 173-176 Session: Parameter Estimation and Statistical Signal Analysis
Paper abstract
This paper addresses a new method for parameter estimation of autoregressive (AR) signals from colored noise-corrupted observations. Unlike conventional techniques where AR parameters are computed directly from the autocorrelation sequence, the proposed scheme first estimates a damped cosine model from noisy observations using a least-squares (LS) based method. The AR parameters are then directly obtained from the cosine model parameters. The performance of the proposed scheme is evaluated using numerical examples.
Paper
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