Abstract
In this letter, the spectral estimation problem of a stationary autoregressive moving average (ARMA) process is considered, and a new method for the estimation of the MA part is proposed. A simple recursion relating the ARMA parameters and the cepstral coefficients of an ARMA process is derived and utilized for the estimation of the MA parameters. The method requires neither any initial estimates nor fitting of a large order AR model, both of which require further a priori knowledge of the signal and increase the computational complexity. Simulation results illustrating the performance of the new method are also given.
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.
