Identification of autoregressive signals in colored noise using damped sinusoidal model

被引：7

作者：

Hasan, MK ^{[1
]}

Chowdhury, AKMZR ^{[1
]}

Khan, MR ^{[1
]}

机构：

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

来源：

IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS | 2003年 / 50卷 / 07期

关键词：

autoregressive (AR) process; colored noise; damped sinusoidal modeling; parameter estimation;

D O I：

10.1109/TCSI.2003.813954

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：

This brief addresses a new method for autoregressive (AR) parameter estimation from colored noise-corrupted observations using a damped sinusoidal model for autocorrelation function of the noise-free signal. The damped sinusoidal model parameters are first estimated using a least-squares based method from-the given noisy observations. The AR parameters are then directly obtained from the damped sinusoidal model parameters. The performance of the proposed scheme is evaluated using numerical examples.

引用

页码：966 / 969

页数：4

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