Adaptive Algorithm for Multichannel Autoregressive Estimation in Spatially Correlated Noise. (19th June 2014)

• Record Type: Journal Article
• Authors: Mahmoudi, Alimorad
• Other Names: Tsai Chi-Yi Academic Editor.
• Is Part Of: Journal of stochastics. Volume 2014(2014)
• Publication Date: 2014-06-19
• Subjects: Stochastic processes -- Periodicals; Stochastic processes; Periodicals; 519.23
• DOI: 10.1155/2014/502406
• Languages: English
• ISSNs: 2356-7988

Abstract

Abstract : This paper addresses the problem of multichannel autoregressive (MAR) parameter estimation in the presence of spatially correlated noise by steepest descent (SD) method which combines low-order and high-order Yule-Walker (YW) equations. In addition, to yield an unbiased estimate of the MAR model parameters, we apply inverse filtering for noise covariance matrix estimation. In a simulation study, the performance of the proposed unbiased estimation algorithm is evaluated and compared with existing parameter estimation methods.