EFFICIENT ESTIMATION OF PARAMETERS FOR NON-GAUSSIAN AUTOREGRESSIVE PROCESSES

被引：49

作者：

SENGUPTA, D ^{[1
]}

KAY, S ^{[1
]}

机构：

[1] UNIV RHODE ISL,DEPT ELECT ENGN,KINGSTON,RI 02881

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1989年 / 37卷 / 06期

关键词：

D O I：

10.1109/ASSP.1989.28052

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

引用

页码：785 / 794

页数：10

共 50 条

[21] OPTIMAL ESTIMATION OF SIGNAL PARAMETERS WITH NON-GAUSSIAN NOISE
VALEYEV, VG
ENGINEERING CYBERNETICS, 1971, 9 (02): : 324 - &
[22] OPTIMUM ESTIMATION OF SIGNAL PARAMETERS IN NON-GAUSSIAN NOISE
SHEEHY, JJ
JOURNAL OF THE ACOUSTICAL SOCIETY OF AMERICA, 1978, 64 (06): : 1602 - 1612
[23] LINEAR IDENTIFICATION OF NON-GAUSSIAN NONCAUSAL AUTOREGRESSIVE SIGNAL-IN-NOISE PROCESSES
TUGNAIT, JK
IEEE INTERNATIONAL CONFERENCE ON SYSTEMS ENGINEERING ///, 1989, : 447 - 450
[24] LS estimation of periodic autoregressive models with non-Gaussian errors: a simulation study
Smadi, AA
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2005, 75 (03) : 207 - 216
[25] Blind identification of non-Gaussian autoregressive models for efficient analysis of speech signals
Li, Chunjian
Andersen, Soren Yang
2006 IEEE International Conference on Acoustics, Speech and Signal Processing, Vols 1-13, 2006, : 1205 - 1208
[26] PREDICTION AND NON-GAUSSIAN AUTOREGRESSIVE STATIONARY SEQUENCES
Rosenblatt, Murray
ANNALS OF APPLIED PROBABILITY, 1995, 5 (01): : 239 - 247
[27] PREDICTION FOR SOME NON-GAUSSIAN AUTOREGRESSIVE SCHEMES
ROSENBLATT, M
ADVANCES IN APPLIED MATHEMATICS, 1986, 7 (02) : 182 - 198
[28] Variational Bayes for Non-Gaussian autoregressive models
Penny, WD
Roberts, SJ
NEURAL NETWORKS FOR SIGNAL PROCESSING X, VOLS 1 AND 2, PROCEEDINGS, 2000, : 135 - 144
[29] IDENTIFICATION AND ESTIMATION OF NONINVERTIBLE NON-GAUSSIAN MA(Q) PROCESSES
RAMSEY, JB
MONTENEGRO, A
JOURNAL OF ECONOMETRICS, 1992, 54 (1-3) : 301 - 320
[30] An efficient methodology for simulating multivariate non-Gaussian stochastic processes
Li, Yang
Xu, Jun
MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2024, 209

← 1 2 3 4 5 →