Abstract
The present study addresses the problem of two-dimensional autoregressive estimation in the presence of additive white noise. The estimation method is based on combining the low-order and high-order Yule-Walker equations. The noise-compensated YW equations are solved using an iterative algorithm. The proposed method is also applied to joint frequency and direction of arrival estimation in uniform linear arrays. Using simulation study, the performance of the proposed algorithm is evaluated and compared with other methods.
Similar content being viewed by others
References
Davila, C. E. (1998). A subspace approach to estimation of autoregressive parameters from noisy measurements. IEEE Transactions on Signal processing, 46(2), 531–534.
Hassanien, A, et al. (2015). High-resolution single-snapshot DOA estimation in MIMO radar with colocated antennas. In Radar conference (RadarCon), 2015 IEEE. IEEE.
Jingyu, F., et al. (2015). Angle and Doppler frequency estimation based on non-uniform MIMO radar system. 2015 IEEE international conference on signal processing, communications and computing (ICSPCC). IEEE.
Kay, S. M. (1988). Modern spectral estimation. Noida: Pearson Education.
Kay, S. M., Nagesha, V., & Salisbury, J. (1993). Broad-band detection based on two-dimensional mixed autoregressive models. IEEE Transactions on Signal Processing, 41(7), 2413–2428.
Kayran, A. H., & Camcioglu, E. (2014). New efficient 2-D lattice structures for general autoregressive modeling of random fields. IEEE Transactions on Signal Processing, 62.6, 1590–1602.
Liu, X. (2013). Joint estimation of angle and Doppler frequency in MIMO radar. 2013 Fourth international conference on intelligent control and information processing (ICICIP). IEEE.
Mahmoudi, A. (2014). Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations. International Journal of Stochastic Analysis, 2014. https://doi.org/10.1155/2014/247274.
Mahmoudi, A. (2016). Two dimensional autoregressive estimation from noisy observations as a quadratic eigenvalue problem. Multidimensional Systems and Signal Processing, 27(1), 61–68.
Mahmoudi, A., & Karimi, M. (2010). Parameter estimation of autoregressive signals from observations corrupted with colored noise. Signal Processing, 90(1), 157–164.
Xia, Y., & Zheng, W. X. (2015). Novel parameter estimation of autoregressive signals in the presence of noise. Automatica, 62, 98–105.
Zeinali, M., & Shafiee, M. (2016). A new Levinson–Durbin based 2-D AR model parameter estimation method. Multidimensional Systems and Signal Processing, 27(2), 341–357.
Zheng, W. X. (2000). Autoregressive parameter estimation from noisy data. IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing, 47(1), 71–75.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Amanat, A., Mahmoudi, A. & Hatam, M. Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation. Multidim Syst Sign Process 29, 671–685 (2018). https://doi.org/10.1007/s11045-017-0539-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11045-017-0539-z