AR modeling is used in a wide range of applications from speech processing to Rayleigh fading channel simulation. When the observations are disturbed by an additive white noise, the standard Least Squares estimation of the AR parameters is biased. Some authors of this paper recently reformulated this problem as an errors-in-variables (EIV) issue and proposed an off-line solution, which outperforms other existing methods. Nevertheless, its computational cost may be high. In this paper, we present a blind recursive EIV method that can be implemented for real-time applications. It has the advantage of converging faster than the noise compensated LMS based solutions. In addition, unlike EKF or Sigma Point Kalman filter, it does not require a priori knowledge such as the variances of the driving process and the additive noise. The approach is first tested with synthetic data; then, its relevance is illustrated in the field of radar sea clutter rejection.

Recursive errors-in-variables approach for AR parameter estimation from noisy observations. Application to radar sea clutter rejection / J. Petitjean; R. Diversi; E. Grivel; R. Guidorzi; P. Roussilhe. - ELETTRONICO. - (2009), pp. 3401-3404. (Intervento presentato al convegno 2009 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2009) tenutosi a Taipei, Taiwan nel 19-24 Aprile 2009) [10.1109/ICASSP.2009.4960355].

Recursive errors-in-variables approach for AR parameter estimation from noisy observations. Application to radar sea clutter rejection

DIVERSI, ROBERTO;GUIDORZI, ROBERTO;
2009

Abstract

AR modeling is used in a wide range of applications from speech processing to Rayleigh fading channel simulation. When the observations are disturbed by an additive white noise, the standard Least Squares estimation of the AR parameters is biased. Some authors of this paper recently reformulated this problem as an errors-in-variables (EIV) issue and proposed an off-line solution, which outperforms other existing methods. Nevertheless, its computational cost may be high. In this paper, we present a blind recursive EIV method that can be implemented for real-time applications. It has the advantage of converging faster than the noise compensated LMS based solutions. In addition, unlike EKF or Sigma Point Kalman filter, it does not require a priori knowledge such as the variances of the driving process and the additive noise. The approach is first tested with synthetic data; then, its relevance is illustrated in the field of radar sea clutter rejection.
2009
Proceedings of the 2009 IEEE International Conference on Acoustics, Speech and Signal Processing
3401
3404
Recursive errors-in-variables approach for AR parameter estimation from noisy observations. Application to radar sea clutter rejection / J. Petitjean; R. Diversi; E. Grivel; R. Guidorzi; P. Roussilhe. - ELETTRONICO. - (2009), pp. 3401-3404. (Intervento presentato al convegno 2009 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP 2009) tenutosi a Taipei, Taiwan nel 19-24 Aprile 2009) [10.1109/ICASSP.2009.4960355].
J. Petitjean; R. Diversi; E. Grivel; R. Guidorzi; P. Roussilhe
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/80744
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