Title :
Maximum-Likelihood Autoregressive Estimation on Incomplete Spectra
Author :
Weruaga, Luis ; Kepesi, M.
Author_Institution :
VISKOM, Austrian Acad. of Sci., Vienna, Austria
Abstract :
Frequency-selective autoregressive (AR) estimation is arousing increasing interest. We propose herein a new method to estimate the AR model from a reduced set of spectral samples. The proposed method is founded on the maximum likelihood criterion over the logarithmic spectral residue, and it is implemented efficiently with a multivariate Newton-Raphson algorithm. Results over deterministic and stochastic scenarios show its excellent performance.
Keywords :
Newton-Raphson method; autoregressive processes; maximum likelihood estimation; signal sampling; spectral analysis; frequency-selective autoregressive estimation; incomplete spectra; logarithmic spectral residue; maximum-likelihood autoregressive estimation; multivariate Newton-Raphson algorithm; spectral samples; Autocorrelation; Fourier transforms; Frequency domain analysis; Frequency estimation; Maximum likelihood estimation; Minimization methods; Predictive models; Spectral analysis; Stochastic processes; Transfer functions; Autoregressive model; frequency domain; incomplete spectrum; maximum likelihood;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2007. ICASSP 2007. IEEE International Conference on
Conference_Location :
Honolulu, HI
Print_ISBN :
1-4244-0727-3
DOI :
10.1109/ICASSP.2007.366851
