• DocumentCode
    3622841
  • Title

    An approximate maximum likelihood ARMA estimator based on the power cepstrum

  • Author

    S.M. Kay;L.B. Jackson;J. Huang;P.M. Djuric

  • Author_Institution
    Dept. of Electr. Eng., Rhode Island Univ., Kingston, RI, USA
  • fYear
    1988
  • fDate
    6/10/1905 12:00:00 AM
  • Firstpage
    2344
  • Abstract
    An approximate maximum-likelihood estimator is derived for ARMA (autoregressive moving-average) processes and is shown to correspond to least-squares fitting of the estimated cepstrum of the process by the model cepstrum. Experiments with several simple ARMA
  • Keywords
    "Maximum likelihood estimation","Cepstrum","Poles and zeros","Equations","Parameter estimation","Iterative methods","Cepstral analysis","Testing","Newton method","Convergence"
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
  • ISSN
    1520-6149
  • Type

    conf

  • DOI
    10.1109/ICASSP.1988.197109
  • Filename
    197109
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3622841