DocumentCode
759093
Title
ARMA Prediction of Widely Linear Systems by Using the Innovations Algorithm
Author
Navarro-Moreno, Jesus
Author_Institution
Dept. of Stat. & Oper. Res., Univ. of Jaen, Jaen
Volume
56
Issue
7
fYear
2008
fDate
7/1/2008 12:00:00 AM
Firstpage
3061
Lastpage
3068
Abstract
A new autoregressive moving average (ARMA) predictor for widely linear systems is presented by using the innovations algorithm and under an improper treatment. The main characteristics of this predictor are its facility of implementation from a practical standpoint and a better performance with respect to the conventional predictor obtained from a proper processing.
Keywords
autoregressive moving average processes; linear systems; signal processing; ARMA prediction; autoregressive moving average predictor; innovations algorithm; linear systems; signal processing; Autoregressive processes; Frequency estimation; Linear systems; MIMO; Optical signal processing; Power system modeling; Signal processing; Signal processing algorithms; Technological innovation; White noise; Autoregressive moving average (ARMA) models; improper complex random signals; innovations algorithm; linear least mean-square error (LLMSE) prediction problems; widely linear systems;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2008.919396
Filename
4545278
Link To Document