Parameter estimation of ARMA models using a computationally efficient maximum likelihood technique

1973 ◽  
Author(s):  
A. Sarris ◽  
M. Eisner
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Arma Models ◽  
Computationally Efficient ◽  
Maximum Likelihood Technique

scholarly journals Fast Implementation of Approximated Maximum Likelihood Parameter Estimation for Frequency Agile Radar under Jamming Environment

Sensors ◽  
2020 ◽  
Vol 20 (7) ◽  
pp. 2022
Author(s):  
Yang Zhao ◽  
Jianxin Wu ◽  
Zhiyong Suo ◽  
Xiaoyu Liu
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Order Approximation ◽  
Estimation Algorithm ◽  
Adaptive Beamforming ◽  
Computationally Efficient ◽  
Fine Grid ◽  
Frequency Agile ◽  
Parameter Estimation Algorithm ◽  
Deceptive Jamming

A computationally efficient target parameter estimation algorithm for frequency agile radar (FAR) under jamming environment is developed. First, the barrage noise jamming and the deceptive jamming are suppressed by using adaptive beamforming and frequency agility. Second, the analytical solution of the parameter estimation is obtained by a low-order approximation to the multi-dimensional maximum likelihood (ML) function. Due to that, fine grid-search (FGS) is avoided and the computational complexity is greatly reduced.

The extended algorithm for quasi maximum likelihood parameter estimation

2021 ◽  
Author(s):  
Alfira Mulya Astuti ◽  
Setiawan ◽  
Ismaini Zain ◽  
Jerry D. T. Purnomo
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Quasi Maximum Likelihood

Statistically optimal event detection using small array data

1990 ◽  
Vol 80 (6B) ◽  
pp. 1934-1950 ◽  
Author(s):  
A. F. Kushnir ◽  
V. M. Lapshin ◽  
V. I. Pinsky ◽  
J. Fyen
Keyword(s):  
Maximum Likelihood ◽  
Power Spectrum ◽  
Event Detection ◽  
Underground Explosion ◽  
Seismic Signals ◽  
Array Data ◽  
On Line ◽  
Small Array ◽  
Maximum Likelihood Technique ◽  
Channel Filter

Abstract A generalization of Capon's maximum-likelihood technique for detection and estimation of seismic signals is introduced. By using a multi-dimensional autoregressive approximation of seismic array noise, we have developed a technique to use Capon's multi-channel filter for on-line processing. Such autoregressive adaptation to the curent noise matrix power spectrum is shown to yield good suppression of mutually correlated array noise processes. As an example, this technique is applied to detection of a small Semipalatinsk underground explosion recorded at the ARCESS array.

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