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作者机构:So Methodist Univ Dept Elect Engn Dallas TX 75275 USA
出 版 物:《IEEE TRANSACTIONS ON SIGNAL PROCESSING》 (IEEE Trans Signal Process)
年 卷 期:1998年第46卷第2期
页 面:531-534页
核心收录:
基 金:National Science Foundation(BCS-9308028) Whitaker Foundation
主 题:Parameter estimation Biomedical measurements Equations Noise measurement Autocorrelation Random processes Linear predictive coding White noise Additive noise Eigenvalues and eigenfunctions
摘 要:This correspondence describes a method for estimating the parameters of an autoregressive (AR) process from a finite number of noisy measurements, The method uses a modified set of Yule-Walker (YW) equations that lead to a quadratic eigenvalue problem that, when solved, gives estimates of the AR parameters and the measurement noise variance.