A new eigenstructure-based parameter estimation of multichannel moving average processes.
Lang TongRuey-Wen LiuPublished in: ICASSP (1992)
Keyphrases
- parameter estimation
- moving average
- autoregressive
- random fields
- maximum likelihood
- least squares
- model selection
- parameter estimation algorithm
- em algorithm
- parameter values
- markov random field
- expectation maximization
- statistical models
- exponential smoothing
- model fitting
- arima model
- non stationary
- parameter estimates
- similarity measure