Parameter estimation of multichannel autoregressive processes in noise

Kamrul Hasan; Jahangir Hossain; Aynal Haque

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Parameter estimation of multichannel autoregressive processes in noise

机译：噪声中多通道自回归过程的参数估计

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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.

机译：我们提出了一种新的多通道自回归参数估计方法，该方法使用了有限的噪声观测集，而无需先验知识的加性噪声功率。所提出的方法是基于交替求解一组非线性方程组和一组线性方程组。牛顿-拉夫逊迭代算法用于估计求解非线性方程的未知噪声方差，而未知AR参数矩阵则用于线性求解经噪声补偿的Yule-Walker方程。给出了计算机仿真结果，以评估该方法的性能。

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来源
《Signal processing》 |2003年第3期|p.603-610|共8页
作者
Kamrul Hasan; Jahangir Hossain; Aynal Haque;
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作者单位

Department of Electrical and Electronic Engineering, Bangladesh University of Engineering and Technology, Dhaka 1000, Bangladesh;

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原文格式 PDF
正文语种 eng
中图分类通信;
关键词
parameter estimation; spectral estimation; multichannel autoregressive system; additive noise;

机译：参数估计;谱估计;多通道自回归系统;加性噪声;

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2. A new noise-compensated estimation scheme for multichannel autoregressive signals from noisy observations [J] . Xiaomei Qu, Jie Zhou, Yingting Luo The Journal of Supercomputing . 2011,第1期

机译：来自噪声观测的多通道自回归信号的新噪声补偿估计方案
3. A new noise-compensated estimation scheme for multichannel autoregressive signals from noisy observations [J] . Xiaomei Qu, Jie Zhou, Yingting Luo Journal of supercomputing . 2011,第1期

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4. WAVELET EXPANSION OF 1/F PROCESSES INTO AUTOREGRESSIVE PROCESSES AND PARAMETER ESTIMATION [C] . Kit B. Eom Annual conference on information sciences and systems . 1997

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5. Autoregressive parameter estimation with embedded order selection in arbitrary noise. [D] . Lee, JeongJin. 2005

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6. Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes [O] . Huitong Qiu, Sheng Xu, Fang Han, -1

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7. Estimation of Parameters of Signal Mixture with Noise Based on Monitoring Outputs of the Multichannel Device of Orthogonal Signals Distinction at Coherent Reception [O] . Sergey B. Zhironkin, Alexander A. Bliznyuk, Andrey A. Pshenitsyn, 2020

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8. Estimation of Parameters of Non-Gaussian Non-Zero Mean Autoregressive Processes with Application to Optimal Detection in Colored Noise [R] . Sengupta, D., Kay, S. 1988

机译：非高斯非零均值自回归过程参数的估计及其在有色噪声中的最优检测

Parameter estimation of multichannel autoregressive processes in noise

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