Title :
Adaptive algorithms for constrained ARMA signals in the presence of noise
Author :
Nehorai, Arye ; Stoica, Peter
Author_Institution :
Dept. of Electr. Eng., Yale Univ., New Haven, CT, USA
fDate :
8/1/1988 12:00:00 AM
Abstract :
A family of algorithms is developed for adaptive parameter estimation of constrained autoregressive moving-average (ARMA) signals in the presence of noise. These algorithms utilize a priori information about the signal´s properties, such as its spectral type (for example, low-pass, bandpass, etc.) or a spatial-domain characteristic. Special applications include modeling of autoregressions (AR) and signals of known spectral type in the presence of noise, signal deconvolution, image deblurring and multipath parameter estimation. Selected results of simulations are included to demonstrate the performance of the algorithms
Keywords :
noise; parameter estimation; signal processing; a priori information; adaptive algorithms; adaptive parameter estimation; autoregressive moving average signals; constrained ARMA signals; image deblurring; multipath parameter estimation; noise; signal deconvolution; spatial-domain characteristic; spectral type; Adaptive algorithm; Deconvolution; Image restoration; Integrated circuit noise; Least squares methods; Newton method; Noise measurement; Pollution measurement; Recursive estimation; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on