Work

An approximate maximum likelihood ARMA estimator based on the power cepstrum

Year: 2003

Type: conference-paper

Abstract: An approximate maximum-likelihood estimator is derived for ARMA (autoregressive moving-average) processes and is shown to correspond to least-squares fitting of the estimated cepstrum of the process by the model cepstrum. Experiments with several simple ARMA

Source: IEEE International Conference on Acoustics Speech and Signal Processing

DOI: 10.1109/icassp.1988.197109

Authors: S.M. Kay, L.B. Jackson, J. Huang, P.M. Djuric

Institutions: University of Rhode Island, Northwestern Polytechnical University

Language: English

Topic: Control Systems and Identification

Subfield: Control and Systems Engineering

Field: Engineering

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2155205394

FWCI:

Cites: 7

Cited by: 4

Related to: 10