| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 560179 | Digital Signal Processing | 2008 | 8 Pages |
Abstract
This paper generalizes Burg's formula to be suitable for alpha-stable distribution and proposes a novel adaptive lattice algorithm for adaptive parameter estimation of alpha-stable AR processes. The performance is compared to that of other algorithms with lattice structure for alpha-stable AR processes for different α parameter. Simulations studies indicate that the proposed algorithm shows superior convergence speed over existing well-known lattice algorithms in parameter estimation of alpha-stable processes.
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
