Abstract
This paper enhances some theoretical and implementation aspects of a constrained autoregressive moving average model, the notch filter model developed in [1] for the estimation of sinusoidal signals in additive, uncorrelated noise, colored or white. This model is shown to approximate the actual signal plus noise model. In addition, the parameter estimates obtained by minimization of the output power of the notch filter approximate the maximum likelihood estimate of the model parameters. The relationship of the notch filtering approach to the existing autoregressive and Pisarenke methods is established. Next, a scheme to combine fast convergence and unbiased estimation is suggested. Lastly, certain implementation aspects of the filter are considered and the method is shown to be amenable to parallel processing.
Original language | English (US) |
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Article number | 1171784 |
Pages (from-to) | 663-666 |
Number of pages | 4 |
Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
Volume | 1982-May |
DOIs | |
State | Published - 1982 |
Externally published | Yes |
Event | 1982 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1982 - Paris, France Duration: May 3 1982 → May 5 1982 |
All Science Journal Classification (ASJC) codes
- Software
- Signal Processing
- Electrical and Electronic Engineering