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
fDate :
6/10/1905 12:00:00 AM
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"
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1988. ICASSP-88., 1988 International Conference on
DOI :
10.1109/ICASSP.1988.197109
