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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Ribeiro, M. Moura, J. |
| Copyright Year | 1987 |
| Description | Author affiliation: CAPS, Instituto Superior Técnico, Lisboa, Portugal (Ribeiro, M.) |
| Abstract | The present work describes an ARMA estimation aIgorithm that differs from the known available techniques. It substitutes the autocorrelation estimation sequence by the sequence of estimated reflection coefficients. These are reliably provided by the Burg technique [1]. Then it fits to the process both a sequence of higher order linear predictors (e.g., Levinson algorithm), and a sequence of higher order linear innovations filters (e.g., by recursive inversion). Finally, it obtains the MA coefficients from the linear relations satisfied by the corresponding coefficients of the successive higher order linear predictors, and likewise obtains the AR coefficients from the linear relations satisfied by the corresponding coefficients of the successive higher order innovation filters. We stress that the procedure does not use the sample autocorrelation lags; it uses instead the sequence of sample reflection coefficients, from which it estimates independently of each other and in a dual way, the MA and the AR components of the process. |
| Starting Page | 2081 |
| Ending Page | 2084 |
| File Size | 132973 |
| Page Count | 4 |
| File Format | |
| DOI | 10.1109/ICASSP.1987.1169394 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1987-04-06 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Spectral analysis Reflection Technological innovation Nonlinear filters Autocorrelation Prediction algorithms Stress Stochastic processes Signal processing Gaussian noise |
| Content Type | Text |
| Resource Type | Article |
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