Метод завадостійкого оцінювання параметрів авторегресивної моделі в частотній області / Задірака В. К., Семенов В. Ю., Семенова Є. В. (2021)
Ukrainian

English  Cybernetics and Systems Analysis   /     Issue (2021, 57 (5))

Zadiraka V.K., Semenov V.Y., Semenova Y.V.
Method of noise-robust estimation of parameters of autoregressive model in frequency domain

The article considers the problem of estimating the parameters of the autoregressive (AR) signal in the presence of background noise. Based on the frequency representation of the AR signal, a technique of calculating the likelihood function of the AR parameters is shown and the implementation of the Expectation-Maximization method for iterative evaluation of the AR parameters is considered. Analysis of different measures of distortion of speech signals shows that the proposed approaches in the frequency domain have the same accuracy as the corresponding approaches in the time domain, but are characterized by significantly lower computing costs. © 2021, Springer Science+Business Media, LLC, part of Springer Nature.

Keywords: autoregressive model, Expectation-Maximization method, fast Fourier transform, likelihood function, Frequency domain analysis, Frequency estimation, Iterative methods, Maximum principle, Speech communication, Time domain analysis, Autoregressive modelling, Autoregressive parameters, Autoregressive signals, Background noise, Estimation of parameters, Expectation-maximization method, Frequency domains, Likelihood functions, Noise robust, Robust estimation, Fast Fourier transforms


Cite:
Zadiraka V.K., Semenov V.Y., Semenova Y.V. (2021). Method of noise-robust estimation of parameters of autoregressive model in frequency domain. Cybernetics and Systems Analysis, 57 (5), 186–192. doi: https://doi.org/10.1007/s10559-021-00409-y http://jnas.nbuv.gov.ua/article/UJRN-0001268760 [In Ukrainian].


 

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