• DocumentCode
    1003505
  • Title

    Application of maximum entropy spectral analysis to estimation of parameters of ARMA models by the ITIF method

  • Author

    Mart¿¿n, R. G¿¿mez ; Perez, M.C. Carri¿¿n ; Ibrahim, S. Al Khouri ; Olmedo, B. Garc¿¿a

  • Author_Institution
    Facultad de Ciencias, Dpto. de Electricidad, Granada, Spain
  • Volume
    21
  • Issue
    14
  • fYear
    1985
  • Firstpage
    611
  • Lastpage
    613
  • Abstract
    In the letter we show how it is possible to improve the results obtained by the ITIF method, modelling a deterministic, linear, time-invariant system through a rational function in the z-domain, when the input of the system is a white-noise signal. This is achieved by using the maximum entropy method (Burg algorithm) during the deconvolution stage instead of the covariance method.
  • Keywords
    filtering and prediction theory; parameter estimation; signal processing; spectral analysis; ARMA models; Burg algorithm; ITIF method; deconvolution stage; deterministic linear time-invariant system modelling; maximum entropy method; maximum entropy spectral analysis; parameter estimation; white-noise signal; z-domain;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19850431
  • Filename
    4250618
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1003505