Title :
On periodic autoregressive processes estimation
Author :
Lambert-Lacroix, S.
Author_Institution :
Lab. LMC-IMAG, Univ. Joseph Fourier, Grenoble
fDate :
6/1/2000 12:00:00 AM
Abstract :
We consider the autoregressive estimation for periodically correlated processes, using the parametrization given by the partial autocorrelation function. We propose an estimation of these parameters by extending the sample partial autocorrelation method to this situation. A comparison with other methods is made. Relationships with the stationary multivariate case are discussed
Keywords :
autoregressive processes; correlation theory; parameter estimation; partial autocorrelation function; periodic autoregressive processes estimation; periodically correlated processes; stationary multivariate case; Adaptive arrays; Adaptive signal processing; Autocorrelation; Autoregressive processes; Covariance matrix; Fasteners; Interference constraints; Interference elimination; Robustness; Sensor arrays;
Journal_Title :
Signal Processing, IEEE Transactions on
