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On moving average parameter estimation
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
2012 (English)Conference paper, Published paper (Refereed)
Abstract [en]

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.
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:uu:diva-184856ISBN: 978-146731068-0 (print)OAI: oai:DiVA.org:uu-184856DiVA: diva2:568072
Conference
20th European Signal Processing Conference (EUSIPCO), 27-31 Aug, 2012, Bucharest, ROmania
Available from: 2012-11-15 Created: 2012-11-15 Last updated: 2013-02-07Bibliographically approved

Open Access in DiVA

No full text

Other links

http://www.eurasip.org/Proceedings/Eusipco/Eusipco2012/Conference/papers/1569582333.pdf

Authority records BETA

Stoica, PeterBabu, Prabhu

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