Title :
Generalized autoregressive spectral estimation
Author :
Tsao, Jenho ; Shyu, Wei-Ji
Author_Institution :
Dept. of Electr. Eng., Nat. Taiwan Univ., Taipei, Taiwan
Abstract :
An autoregressive spectral estimation method is developed to reduce the noise effect in prediction coefficient estimation. This method solves the prediction coefficients from a generalized Yule-Walker equation which is formed by the data and its generalized autocorrelation sequence. This method provides several control parameters for the spectral estimator to combat the unmodeled additive noise in the linear least square sense. Through the efficient use of information by this method, data size will be directly helpful in noise suppression
Keywords :
filtering and prediction theory; interference suppression; parameter estimation; spectral analysis; additive noise; autoregressive spectral estimation; generalized Yule-Walker equation; generalized autocorrelation sequence; noise suppression; prediction coefficients; Additive noise; Autocorrelation; Councils; Difference equations; Least squares approximation; Linear predictive coding; Noise reduction; Random processes; Spectral analysis; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1992. ICASSP-92., 1992 IEEE International Conference on
Conference_Location :
San Francisco, CA
Print_ISBN :
0-7803-0532-9
DOI :
10.1109/ICASSP.1992.226586
