Method of noise-robust estimation of parameters of an autoregressive model in the frequency domain

DOI10.1007/S10559-021-00409-YMaRDI QIDQ2058705zbMATH OpenOpenAlexFDO

Authors V. K. Zadiraka, V. Yu. Semenov, Ye. V. Semenova

Publication date 9 December 2021

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-021-00409-y

zbMATH Keywords

autoregressive modelfast Fourier transformlikelihood functionexpectation-maximization methodautoregressive (AR) signal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• scientific article; zbMATH DE number 3858374 (Why is no real title available?)
• scientific article; zbMATH DE number 4037022 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 3403601 (Why is no real title available?)
• All-pole modeling of degraded speech
• Linear Prediction of Speech

Cited in

(7)

• Autoregressive frequency detection using regularized least squares
• Asymptotic statistical analysis of autoregressive frequency estimates
• Selection of optimal AR spectral estimation method for internal carotid arterial Doppler signals using Cramer-Rao bound
• Improved parameter estimation by noise compensation in the time-scale domain
• Research on AR model in speech recognition
• scientific article; zbMATH DE number 38955 (Why is no real title available?)
• A robust method for parameter estimation of AR systems using empirical mode decomposition

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