On moving average parameter estimation
2012 (English)Conference paper (Refereed)
Estimation of the autoregressive moving average (ARMA)parameters of a stationary stochastic process is a problemoften encountered in the signal processing literature. It iswell known that estimating the moving average (MA) parameters is usually more difﬁcult than estimating the autoregressive (AR) part, especially if the zeros are located close tothe unit circle. In this paper, we present four linear methodsfor MA parameter estimation (i.e., methods that involve onlylinear operations) and compare their performances ﬁrst in acase when the zeros are located far away from the unit circleand secondly in a presumably harder case when the zeros arelocated very close to the unit circle
Place, publisher, year, edition, pages
2012. 2348-2351 p.
IdentifiersURN: urn:nbn:se:uu:diva-184856ISBN: 978-146731068-0OAI: oai:DiVA.org:uu-184856DiVA: diva2:568072
20th European Signal Processing Conference (EUSIPCO), 27-31 Aug, 2012, Bucharest, ROmania