DocumentCode
3420544
Title
ARMA parameter estimation: Revisiting a cepstrum-based method
Author
Hernández, Miguel A Lagunas ; Stoica, Petre ; Rojas, Miguel A.
Author_Institution
Centre Tecnol. de Telecomunicacions de Catalunya, Barcelona
fYear
2008
fDate
March 31 2008-April 4 2008
Firstpage
3685
Lastpage
3688
Abstract
An interesting but apparently forgotten auto-regressive moving-average (ARMA) parameter estimation method, introduced by one of us in 1984, and refined later on by others, is revisited. In the process, we provide a new simpler derivation of the method as well as an enhanced version of its cepstrum-based step. We argue that this method has an appealing advantage over Durbin´s method, which is probably the most frequently used non-iterative method for ARMA parameter estimation.
Keywords
autoregressive moving average processes; parameter estimation; Durbin method; autoregressive moving-average; cepstrum-based method; noniterative method; parameter estimation; Cepstrum; Econometrics; Equations; Information technology; Logic; Parameter estimation; Polynomials; Signal processing; Statistical analysis; Telecommunications; ARMA; Durbin; LAST; cepstrum;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing, 2008. ICASSP 2008. IEEE International Conference on
Conference_Location
Las Vegas, NV
ISSN
1520-6149
Print_ISBN
978-1-4244-1483-3
Electronic_ISBN
1520-6149
Type
conf
DOI
10.1109/ICASSP.2008.4518452
Filename
4518452
Link To Document