A new cumulant based parameter estimation method for noncausal autoregressive systems

Chong-Yung Chi, Jian-Lin Hwang
Proceedings of ICASSP '94. IEEE International Conference on Acoustics, Speech and Signal Processing  
75 Finally, we note that neither the MYW method nor the ML method is workable for this noisy AR(4) model described by (32), and the computational burden with the ML method is over 100 times that of the ILSD method. VI. CONCLUDING REMARKS The work presented in this paper provides a better way for implementing the ILSNP method, thus greatly improving its numerical efficiency. The developed ILSD method is consistently convergent. Since it involves fewer computations per iteration than the ILSNP
more » ... n than the ILSNP method, the ILSD method is much more suitable for real-time applications. The good performances of the ILSD method have been illustrated by the experimental results. The important algorithmic advantages warrant that the developed ILSD method is the attractive alternative in noisy AR modeling by means of the ILS type methods. Future work will consider deriving an on-line version of the ILSD method presented in this paper in terms of the recursive LS cost function associated with the forgetting factor (0 < 1). Such a new version of the algorithm could be of great interest to nonstationary signals (e.g. speech signals) analyzed by AR models in the presence of noise. ACKNOWLEDGMENT The author would like to thank the Associate Editor, Professor P. S. R. Diniz, and the three anonymous reviewers for their valuable comments and suggestions that have greatly helped to improve the manuscript.
doi:10.1109/icassp.1994.389877 dblp:conf/icassp/ChiH94 fatcat:ccoj4nnlffhaholyvbu42t2iue