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Paper data
A New Method For Parameter Estimation of Autoregressive Signals in Colored Noise

Hasan Md., Dept. of EEE, BUET, Dhaka-1000, Bangladesh
Khan M., Dept. of EEE, BUET, Dhaka-1000, Bangladesh

Page numbers in the proceedings:
Volume I pp 173-176

Parameter Estimation and Statistical Signal Analysis

Paper abstract
This paper addresses a new method for parameter estimation of autoregressive (AR) signals from colored noise-corrupted observations. Unlike conventional techniques where AR parameters are computed directly from the autocorrelation sequence, the proposed scheme first estimates a damped cosine model from noisy observations using a least-squares (LS) based method. The AR parameters are then directly obtained from the cosine model parameters. The performance of the proposed scheme is evaluated using numerical examples.

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