Abstract
In this paper a new robust spectral estimation method based on an AR model is proposed. The optimal coefficient is selected by assuming that the excitation signal is t-distribution t(/spl alpha/) with /spl alpha/ degrees of freedom. The calculation is done by using a recursive algorithm. When /spl alpha/=/spl infin/, we get the RLS method. Simulation results show that the obtained estimates using the proposed method with small /spl alpha/ are more efficient, the standard deviation (SD) of the estimation results are smaller, and more accurate than that with large /spl alpha/. The proposed estimator with small /spl alpha/ is more efficient and more accurate then the recursive method based on Huber's M-estimate. >
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
