Parameter estimation of multichannel autoregressive processes in noise

被引：22

作者：

Hasan, K ^{[1
]}

Hossain, J ^{[1
]}

Haque, A ^{[1
]}

机构：

[1] Bangladesh Univ Engn & Technol, Dept Elect & Elect Engn, Dhaka 1000, Bangladesh

来源：

SIGNAL PROCESSING | 2003年 / 83卷 / 03期

关键词：

parameter estimation; spectral estimation; multichannel autoregressive system; additive noise;

D O I：

10.1016/S0165-1684(02)00491-7

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

We present a new multichannel autoregressive parameter estimation method using a finite set of noisy. observations without a priori knowledge of additive noise power. The proposed method is based on solving alternatively a set of nonlinear and a set of linear equations. The Newton-Raphson iteration algorithm is used to estimate the unknown noise variances solving the nonlinear equations while the unknown AR parameter matrices are estimated solving the noise-compensated Yule-Walker equations linearly. Computer simulation results are presented to evaluate the performance of the proposed method. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：603 / 610

页数：8

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