Title :
Parameter estimation of exponential models for spectra
Author :
Cheng, Qiansheng
Author_Institution :
Inst. of Math., Peking Univ., Beijing, China
Abstract :
The problems of parameter estimation and order determination of an exponential (EX) model are studied in the time domain by using autocorrelation directly. The parameter equations of an EX model, similar to the Yule-Walker equations of an ARMA (autoregressive moving-average) model, are given. The estimates of the parameters are presented, and the convergence rates and asymptotic distributions are obtained. Two kinds of consistent estimates of the order are proposed
Keywords :
convergence; correlation theory; parameter estimation; spectral analysis; ARMA; Yule-Walker equations; asymptotic distributions; autocorrelation; convergence rates; exponential models; order determination; parameter estimation; spectral analysis; time domain; Artificial intelligence; Autocorrelation; Convergence; Entropy; Equations; Mathematical model; Mathematics; Parameter estimation; Parametric statistics; Signal processing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location :
Albuquerque, NM
DOI :
10.1109/ICASSP.1990.116147
