A New Method for Moving-Average Parameter Estimation

被引:0
|
作者
Stoica, Petre [1 ]
Du, Lin [2 ]
Li, Jian [2 ]
Georgiou, Tryphon [3 ]
机构
[1] Uppsala Univ, Dept Informat Technol, SE-75105 Uppsala, Sweden
[2] Univ Florida, Dept Elect & Comp Engn, Gainesville, FL 32611 USA
[3] Univ Minnesota, Dept Elect & Comp Engn, Minneapolis, MN 55455 USA
基金
美国国家科学基金会; 瑞典研究理事会;
关键词
D O I
暂无
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
We introduce an apparently original method for moving-average parameter estimation, based on covariance fitting and convex optimization. The proposed method is shown by means of numerical simulation to provide much more accurate parameter estimates, in difficult scenarios, than a related existing method does. We derive the new method via an analogy with a covariance fitting interpretation of the Capon beamforming from array processing. In the process, we also point out some new facts on Capon beamforming.
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页码:1817 / 1820
页数:4
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