TY - GEN
T1 - A new method for moving-average parameter estimation
AU - Stoica, Petre
AU - Du, Lin
AU - Li, Jian
AU - Georgiou, Tryphon
PY - 2010
Y1 - 2010
N2 - We introduce an apparently original method for moving-average parameter estimation, based on covariance fitting and convex optimization. The proposed method is shown by means of numerical simulation to provide much more accurate parameter estimates, in difficult scenarios, than a related existing method does. We derive the new method via an analogy with a covariance fitting interpretation of the Capon beamforming from array processing. In the process, we also point out some new facts on Capon beamforming.
AB - We introduce an apparently original method for moving-average parameter estimation, based on covariance fitting and convex optimization. The proposed method is shown by means of numerical simulation to provide much more accurate parameter estimates, in difficult scenarios, than a related existing method does. We derive the new method via an analogy with a covariance fitting interpretation of the Capon beamforming from array processing. In the process, we also point out some new facts on Capon beamforming.
UR - http://www.scopus.com/inward/record.url?scp=79957973065&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79957973065&partnerID=8YFLogxK
U2 - 10.1109/ACSSC.2010.5757855
DO - 10.1109/ACSSC.2010.5757855
M3 - Conference contribution
AN - SCOPUS:79957973065
SN - 9781424497218
T3 - Conference Record - Asilomar Conference on Signals, Systems and Computers
SP - 1817
EP - 1820
BT - Conference Record of the 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
T2 - 44th Asilomar Conference on Signals, Systems and Computers, Asilomar 2010
Y2 - 7 November 2010 through 10 November 2010
ER -