Adaptive Algorithms for Constrained ARMA Signals in the Presence of Noise

Arye Nehorai, Petre Stoica

Research output: Contribution to journalArticlepeer-review

45 Scopus citations

Abstract

A new family of algorithms is developed for adaptive parameter estimation of constrained autoregressive moving-average (ARMA) signals in the presence of noise. These algorithms utilize a priori known information about the signal’s properties, such as its spectral type (for example, low pass, band pass, etc.) or a spatial domain characteristic. Special applications include modeling of autoregressions (AR) and signals of known spectral type in the presence of noise, signal deconvolution, image deblurring, and multipath parameter estimation. Selected results of simulations are included to demonstrate the performance of the proposed algorithms.

Original languageEnglish
Pages (from-to)1282-1291
Number of pages10
JournalIEEE Transactions on Acoustics, Speech, and Signal Processing
Volume36
Issue number8
DOIs
StatePublished - Aug 1988

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