Multichannel autoregressive spectral estimation from noisy observations

被引：0

作者：

Hasan, K ^{[1
]}

Hossain, J ^{[1
]}

机构：

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

来源：

IEEE 2000 TENCON PROCEEDINGS, VOLS I-III: INTELLIGENT SYSTEMS AND TECHNOLOGIES FOR THE NEW MILLENNIUM | 2000年

关键词：

spectral estimation; multichannel; autoregressive system; additive noise;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

We present a new method for multichannel autoregressive power spectrum estimation from a finite set of noisy observations without a priori knowledge of additive noise power. The method is based on the Yule-Walker equations and estimates the autoregressive parameters from a finite set of measured data and then the power spectrum. An inverse filtering technique is used to estimate the AR parameters and the observation noise variances, simultaneously. The procedure is iterative. Computer simulation results that demonstrate the performance of the estimation method are presented.

引用

页码：327 / 332

页数：6

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