DocumentCode
2954699
Title
Parameter estimation of exponential models for spectra
Author
Cheng, Qiansheng
Author_Institution
Inst. of Math., Peking Univ., Beijing, China
fYear
1990
fDate
3-6 Apr 1990
Firstpage
2611
Abstract
The problems of parameter estimation and order determination of an exponential (EX) model are studied in the time domain by using autocorrelation directly. The parameter equations of an EX model, similar to the Yule-Walker equations of an ARMA (autoregressive moving-average) model, are given. The estimates of the parameters are presented, and the convergence rates and asymptotic distributions are obtained. Two kinds of consistent estimates of the order are proposed
Keywords
convergence; correlation theory; parameter estimation; spectral analysis; ARMA; Yule-Walker equations; asymptotic distributions; autocorrelation; convergence rates; exponential models; order determination; parameter estimation; spectral analysis; time domain; Artificial intelligence; Autocorrelation; Convergence; Entropy; Equations; Mathematical model; Mathematics; Parameter estimation; Parametric statistics; Signal processing;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location
Albuquerque, NM
ISSN
1520-6149
Type
conf
DOI
10.1109/ICASSP.1990.116147
Filename
116147
Link To Document