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Published:
January 01, 1995

Abstract

1. Kanai, H., Abe, M., and Kido, K., 1987. Accurate autoregressive spectrum estimation at low signal-to-noise ratio using a phase matching technique. IEEE Trans. Acoust., Speech, Signal Process., ASSP-35: 1264–1272.

When noise is added to a signal under analysis, the signal is not described by the AR process, even if the signal is the response of an AR system because of the introduction of the spectral zeros by the additive noise. A number of methods for estimating AR parameters of such AR-plus-noise models have been proposed in the literature. However, accurate AR parameters are not obtained by such methods. This paper develops a new method of estimating AR parameters accurately, even when the signal is contaminated by white noise. It is confirmed with computer simulations and experiments that the proposed method is useful for accurate estimation of the AR parameters.

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Modern Spectral Analysis with Geophysical Applications

Markus Båth
Markus Båth
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Michael R. Cooper
Michael R. Cooper
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Society of Exploration Geophysicists
Volume
2
ISBN electronic:
9781560802648
Publication date:
January 01, 1995

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