Title :
A method for upgrading the estimates of the model parameters of a signal when given a truncated measurement
Author :
Huang, Xiao-Jing ; Chen, Hong-Bin ; Wu, Zhao-xiong
Author_Institution :
Jiao-tong Univ., Shanghai, China
Abstract :
The estimates of the autocorrelation function (ACF) for all lag values of a signal based on truncated measurement are random numbers determined by the particular measured data set of the signal sample. The authors show that model parameters of the signal can be effectively upgraded by a sophisticated modification of the formulas for estimating the entries of the ACF matrix. The upgrading principle is described, and examples are presented
Keywords :
correlation methods; matrix algebra; parameter estimation; spectral analysis; autocorrelation function; estimates; lag values; matrix; model parameters; signal; truncated measurement; upgrading principle; Autocorrelation; Degradation; Density functional theory; Equations; Length measurement; Parameter estimation; Particle measurements;
Conference_Titel :
Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on
Conference_Location :
Minneapolis, MN
DOI :
10.1109/SPECT.1988.206226