Title :
Maximum likelihood estimation of poles from impulse response data in noise
Author :
Park, Sung-won ; Cordaro, J.T.
Author_Institution :
Auburn University, Auburn, AL
Abstract :
The iterative preprocessing algorithm (IPA) which estimates the poles of a linear system given a noisy observation of its impulse response is presented. Simulation results indicate that the IPA converges to the maximum-likelihood estimator for some ranges of SNR. The IPA requires less computation than some of the currently existing iterative algorithms and improves stability.
Keywords :
Computational modeling; Gaussian noise; Iterative algorithms; Laboratories; Linear systems; Maximum likelihood estimation; Nonlinear equations; Polynomials; Stability; State estimation;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
DOI :
10.1109/ICASSP.1987.1169433
