A Novel Technique for the Identification of ARMA Systems Under Very Low Levels of SNR

Abstract

In this paper, a novel technique for the identification of minimum-phase autoregressive moving average (ARMA) system from the output observations in the presence of heavy noise is presented. First, starting from the conventional correlation estimator, a simple and accurate ARMA correlation (ARMAC) model in terms of the poles of the ARMA system is presented in a unified manner for white noise and impulse-train excitations. The AR parameters of the ARMA system are then obtained from the noisy observations by developing and using a residue-based least-squares correlation-fitting optimization technique that employs the proposed ARMAC model. As for the estimation of the MA parameters, it is preceded by the application of a new technique intended to reduce the noise present in the residual signal that is obtained by filtering the noisy ARMA signal via the estimated AR parameters. A scheme is then devised whereby the task of MA parameter estimation is transformed into a problem of correlation-fitting of the inverse autocorrelation function corresponding to the noise-compensated residual signal. In order to demonstrate the effectiveness of the proposed method, extensive simulations are performed by considering synthetic ARMA systems of different orders in the presence of additive white noise and the results are compared with those of some of the existing methods. It is shown that the proposed method is capable of estimating the ARMA parameters accurately and consistently with guaranteed stability for signal-to-noise ratio (SNR) levels as low as -5 dB. Simulation results are also provided for the identification of a human vocal-tract system using natural speech signals showing a superior performance of the proposed technique in terms of the power spectral density of the synthesized speech signal.