噪声背景下正弦信号频率估计:基于约束广义逆的总体最小二乘方法

分析了噪声背景下实谐波过程ARMA模型系数之间的对称性,并以此为约束条件加入到ARMA谱估计方法的求解过程中,从而提出了一种改进的正弦信号频率估计方法。理论分析与计算机仿真表明,对于低信噪比条件下的正弦信号参量估计,这一算法的分辨率与精度都优于MUSIC方法和仅使用总体最小二乘法(SVD-TLS)的ARMA谱估计方法。     

基于FLOC的ARMA SαS模型α谱估计方法

分析了基于分数低阶矩（FLOM）估计ARMA SαS模型参数的不足,根据分数低阶协方差（FLOC）的概念,提出了一种基于分数低阶协方差系数估计ARMA SαS模型参数的方法。在此基础上,给出了ARMA SαS模型的α谱估计。通过对给定ARMA SαS模型的α谱估计、α稳定分布噪声中正弦信号的估计与分辨进行仿真,详细比较了基于FLOM的ARMA SαS模型α谱估计和基于FLOC的ARMA SαS模型α谱估计的性能。结果表明,α值较小时,基于FLOC的ARMA SαS模型α谱估计的性能明显优于基于FLOM的ARMA SαS模型α谱估计。     

复数FIR DF设计的神经网络优化方法

本文基于人工神经网络(ANN)能量函数优化理论,提出了一种FIR数字滤波器(DF)神经网络优化设计(NNO)方法的理论框架。该理论将实数与复数FIR DF设计工作统一起来。表征设计质量的加权均方误差被当作ANN能量函数,以此导出FIR-NNO的Lyapunov方程。文中说明了算法实现的基本原则,并给出了两个实数线性相位和一个复数非线性相位FIR DF设计实例。通过与其它几种方法的比较证明了该方法的有效性。     

一种改进的AR谱估计方法

分析了现有的基于最小二乘法的AR参数模型的谱估计算法在信噪比较低时估计效果差的原因，提出了一种基于协方差成形最小二乘法的改进的参数模型AR谱估计算法。这种算法建立了以线性模型的真实输出与估计输出的均方误差为模型的代价函数，并选择满足一定约束条件的线性变换估计使得该均方误差最小。仿真结果表明，这种算法虽然是有偏估计，但在信噪比不高的情况下，估计效果优于Yule—Walker等参数模型AR谱估计方法，而在信噪比较高的情况下，二者估计效果相当。     

基于现代谱估计的PSK信号频率估计方法

现代谱估计方法是在强噪声背景下进行谱估计的有效方法。本文利用现代谱估计的方法．分别使用MUSIC算法，Welch算法和修正协方差算法对PSK信号中心频率进行了估计。本文给出了计算机仿真的结果，将3种算法的估计结果进行了比较。结果表明，利用现代谱估计方法可有效地估计PSK信号的中心频率，其中修正协方差法在几种谱估计方法中性能稳定，复杂度适中，且计算速度较快。     

基于Matlab实现现代功率谱估计

功率谱估计可以分为经典谱估计和现代谱估计。现代谱的估计可建立AR模型对离散信号进行谱估计、建立MA模型和ARMA模型进行谱估计。基于Matlab对三种模型进行仿真,并对结果进行了分析。结果显示,三种模型对现代谱的获得是有效的,并得到较好的谱估计。     

采用小波变换对短数据信号的谱估计方法

本文提出一种新的信号估计方法－－小波变换，理论与仿真结果证明，在短数据信号情况下，基于小波变换的谱估计方法其分辨率要高于ＦＦＴ方法，文中详细讨论了小波的谱估计算法，并给出了双正弦信号的仿真结果。     

一种新的平稳随机信号功率谱估计法

本文在随机过程ARMA模型参数的估计上提出了一种新方法.新算法基于超定MYW方程求解AR系数,修正了J.A.Cadzow提出的目标函数和加权函数;并推出一种分级白化估谱法以获得初始滤波参数,这是一种新的谱估计概念,结构简单.新算法的计算量远小于Cadzow法,实验结果显示了优良的谱估计性能.     

测量噪声背景下微弱正弦信号参数估计的互功率谱方法

本文首次把近代谱估计方法引入到互谱估计中，从理论上证明了互相关函数的Ｙｕｌｅ－Ｗａｌｋｅｒ方程，并在此基础上提出了互谱参数谱估计的矩估计方法和Ｌｅｖｉｎｓｏｎ递推估计方法。该方法可以有效地克服传统的互谱ＦＦＴ算法和互周期图法存在的谱分辩率低，谱估计方差大等缺点。文中还给出了信噪比为－３０ｄＢ的正弦信号参数估计的仿真实例。     

多正弦窗谱估计的性能分析

多正弦窗谱估计是一种非参数的现代谱估计方法。本文较为全面地分析了它的性能,包括谱的聚集性,偏差,方差,最优窗口数,分辨率,计算复杂度等。以四种信号模型为例,分析了窗口数和小波阈值法去除估计噪声对多正弦窗谱估计的偏差和方差的影响,并与周期谱图进行了比较。理论分析和实验结果表明与周期谱图相比,多正弦窗谱具有小得多的偏差和方差,可将其应用于谱估计的性能要求较高的场合。     

A new approach to spectral estimation: a tunable high-resolutionspectral estimator

Traditional maximum entropy spectral estimation determines a power spectrum from covariance estimates. Here, we present a new approach to spectral estimation, which is based on the use of filter banks as a means of obtaining spectral interpolation data. Such data replaces standard covariance estimates. A computational procedure for obtaining suitable pole-zero (ARMA) models from such data is presented. The choice of the zeros (MA-part) of the model is completely arbitrary. By suitable choices of filter bank poles and spectral zeros, the estimator can be tuned to exhibit high resolution in targeted regions of the spectrum     

A recursive maximum likelihood algorithm for ARMA spectral estimation

A spectral estimation technique is presented for autoregressive moving-average (ARMA) processes. The technique is based on a parameter estimation technique known as the rec ursive maximum likelihood (RML) method. The recursive spectral estimation algorithm is presented and its asymptotic properties are discussed. Simulation results are presented to illustrate the performance of the estimator for various types of data.     

Characterization and estimation of two-dimensional ARMA models

A class of finite-order two-dimensional autoregressive moving average (ARMA) is introduced that can represent any process with rational spectral density. In this model the driving noise is correlated and need not be Gaussian. Currently known classes of ARMA models or AR models are shown to be subsets of the above class. The three definitions of Markov property are discussed, and the class of ARMA models are precisely stated which have the noncausal and semicausal Markov property without imposing any specific boundary conditions. Next two approaches are considered to estimate the parameters of a model to fit a given image. The first method uses only the empirical correlations and involves the solution of linear equations. The second method is the likelihood approach. Since the exact likelihood function is difficult to compute, we resort to approximations suggested by the toroidal models. Numerical experiments compare the quality of the two estimation schemes. Finally the problem of synthesizing a texture obeying an ARMA model is considered.     

Autoregressive Moving Average Spectral Estimation: A Model Equation Error Procedure

A procedure is presented for generating an autoregressive moving average (ARMA) spectral model of a stationary time series based upon a finite set of time series' observations. The ARMA model's autoregressive coefficients are estimated by minimizing a quadratic function of a set of basic error terms. In examples treated to date, this method has demonstrated an exceptional ability in resolving closely spaced narrow band signals in a low signal-to-noise environment where other procedures such as the maximum entropy method often fail. Its effectiveness on other classes of time series also shows promise and a more general evaluation is presently being conducted. With this in mind, the new ARMA procedure promises to be an important spectral estimation tool.     

Enhanced autoregressive moving average spectral estimation appliedto the measurement of Doppler spectral width

The measurement of clear-air turbulence with a Doppler radar is investigated. An autoregressive moving average (ARMA) model is proposed to improve the Doppler spectral width estimates. An iterative algorithm that has its origin in system identification is used for the estimation of the ARMA parameters. By taking advantage of a priori knowledge of the correlation matrix, which arises in the derivation of the governing equations of the ARMA parameters, the ARMA spectral estimate can be improved. This improvement is shown in terms of bias and variance of the spectral width estimate     

Modeling MIMO channels using a class of complex recurrent neural network architectures

Artificial Neural Network (ANN) as non-parametric pattern mapping tool with suitable modification can tackle time varying nature of Multiple Input Multiple Output (MIMO) wireless set-up while carrying out channel modeling and estimation. Modified ANNs with temporal characteristics, however, suffer from configuration complexities. The Recurrent Neural Network (RNN), having better time tracking capability, provides a viable alternative with certain challenges. The RNN as Complex Time Delay Fully Recurrent Neural Network (CTDFRNN) block can be combined at the output using time averaging and Self Organization Map (SOM)-based optimization, yielding a new architectural framework. The CTDFRNN based designs are explored here and several such blocks are coupled together to form a cluster which generates certain diversity aspects that improves overall performance. A Modular Network SOM (MNSOM) architecture which is regarded to have certain resemblance with biological computation with an inherent reinforced modular learning, is also proposed and formulated using CTDFRNN blocks for application in MIMO channel estimation. It is found that such architectures offer considerable amount of processing time saving than the conventional stochastic estimation.     

An adaptive ARMA four-line lattice filter for spectral estimationwith frequency weighting

A method for designing an adaptive four-line lattice filter which can perform frequency-weighting spectral estimation, which provides more accurate spectral estimation for some frequency bands than for others, is proposed. Using a suitable frequency-weighting function, denoted as an ARMA (autoregressive moving-average) model, an estimated spectrum is obtained by arbitrarily weighing some frequency bands more heavily than others. if the frequency-weighting function has the property of a low-pass filter, the spectrum of the reference model can be estimated accurately with a reduced ARMA order in the low-frequency band. Spectra of time-varying models can be estimated with an exponentially weighted sliding window, and the input signal of the reference model can be estimated by assumption. The order-update and the time-update recursive formulas and the frequency-weighting method for the filter are described. The algorithm is verified by experimental results     

ARMA modeling of fourth-order cumulants and phase estimation

A new procedure is proposed for ARMA modeling of fourth-order cumulants and trispectrum estimation of non-Gaussian stationary random processes. The new procedure is applied to the identification of nonminimum phase systems for both phase and magnitude response estimation. It is demonstrated by means of comprehensive simulation examples that the ARMA approach exhibits improved performance over conventional trispectrum methods. ARMA model order selection criteria based on fourth-order cumulants are presented and their performance evaluated. The computational complexity of the ARMA and conventional trispectrum methods is also examined. The new procedure does not require knowledge of the non-Gaussian distribution.This work was supported by the Office of Naval Research under Contract No. ONR-N00014-86-K-0219.