A new method for moving-average parameter estimation

Petre Stoica, Lin Du, Jian Li, Tryphon Georgiou

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publicationConference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
Pages1817-1820
Number of pages4
DOIs
StatePublished - 2010
Event44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010 - Pacific Grove, CA, United States
Duration: Nov 7 2010Nov 10 2010

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
ISSN (Print)1058-6393

Other

Other44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
CountryUnited States
CityPacific Grove, CA
Period11/7/1011/10/10

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