Development and Analysis of ARMA Parameter Estimation Schemes in the Presence of Noise

Abstract

The work done and the number of subjects studied goes beyond what was promised in the original two-year proposal. The proposal focused on single- sensor parameter estimation for ARMA signals in noise. We solved several open problems in this area and added sine wave noise. We extended the work to sensor array estimation algorithms for localization (tracking applications). The music estimator was developed and compared to the maximum-likelihood estimator. Closed form expressions for the Cramer-Rao bound weve discovered for certain cases of significance also is the thesis of David Starer written with AFOSR support, that provides up-dating of the roots of an nth order polynomial in O(u-sq) time, and numerous applications.

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Document Details

Document Type
Technical Report
Publication Date
Jan 31, 1990
Accession Number
ADA221794

Entities

People

  • Arye Nehorai

Organizations

  • Yale University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computational Complexity
  • Computational Science
  • Covariance
  • Electrical Engineering
  • Estimators
  • Identification
  • Linear Arrays
  • Maximum Likelihood Estimation
  • Radio Transmission
  • Signal Processing
  • Sine Waves
  • Statistical Analysis
  • Transfer Functions
  • Waveforms
  • Waves

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Technical Research and Report Writing.