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Application of maximum entropy spectral analysis to estimation of parameters of ARMA models by the ITIF method

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4 Author(s)
Martín, R. Gómez ; Facultad de Ciencias, Dpto. de Electricidad, Granada, Spain ; Perez, M.C. Carrión ; Ibrahim, S. Al Khouri ; Olmedo, B. García

In the letter we show how it is possible to improve the results obtained by the ITIF method, modelling a deterministic, linear, time-invariant system through a rational function in the z-domain, when the input of the system is a white-noise signal. This is achieved by using the maximum entropy method (Burg algorithm) during the deconvolution stage instead of the covariance method.

Published in:

Electronics Letters  (Volume:21 ,  Issue: 14 )