DocumentCode
1701794
Title
Computation of autoregressive model coefficients through orthogonal projection
Author
Ning, Taikang ; Huang, Wenli
Author_Institution
Dept. of Eng., Trinity Coll., Hartford, CT, USA
Volume
1
fYear
1996
Firstpage
189
Abstract
An autoregressive (AR) modeling technique based on Gram-Schmidt orthogonal transform (GSOT) is introduced. The GSOT method is computation efficient and provides accurate estimation of the AR model coefficients and power spectra. The algorithm of the GSOT method is outlined and, with extensive simulation tests, its superior performance is justified which compared to the popular Burg (1968) method
Keywords
autoregressive processes; parameter estimation; spectral analysis; transforms; AR modeling; Burg method; Gram-Schmidt orthogonal transform; autoregressive model coefficients; computation efficiency; orthogonal projection; performance; power spectrum estimation; simulation tests; Computational modeling; Constraint optimization; Ear; Frequency estimation; Least squares methods; Power engineering and energy; Power generation; Reflection; Signal to noise ratio; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing, 1996., 3rd International Conference on
Conference_Location
Beijing
Print_ISBN
0-7803-2912-0
Type
conf
DOI
10.1109/ICSIGP.1996.567096
Filename
567096
Link To Document