TELKOMNIKA (Telecommunication Computing Electronics and Control)
Vol 15, No 3: September 2017

Estimation of Optimum Number of Poles for Random Signal by Yule-Walker Method

Ahmed Al Amin (Uttara University)
Md. Shoriful Islam (Uttara University)
K.M. Abdul Al Woadud (Uttara University)
Md. Jahirul Islam (Uttara University)
Md. Imrul Kayes (Uttara University)



Article Info

Publish Date
01 Sep 2017

Abstract

The Yule-Walker method is an effective method to estimate the system response or spectrum for random signal. Hence most of the noise and spurious signals are random in nature, so it is very convenient to estimate their spectrum by Yule-Walker method successfully. The Yule-Walker method is an autoregressive process to estimate the poles and errors also based on the number of poles for Wide Sense Stationary (WSS) process as well. Moreover the value of zero will be correspondingly calculated based on the poles in case of all poles model. The main concern of this paper is to analyze the Yule-Walker method and estimate the poles and zero along with the error based on the number of poles for a random signal. Moreover analyze the results to find out the optimum number of poles for least possible error.

Copyrights © 2017






Journal Info

Abbrev

TELKOMNIKA

Publisher

Subject

Computer Science & IT

Description

Submitted papers are evaluated by anonymous referees by single blind peer review for contribution, originality, relevance, and presentation. The Editor shall inform you of the results of the review as soon as possible, hopefully in 10 weeks. Please notice that because of the great number of ...