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- W2067753569 abstract "It has been shown earlier that the problem of multichannel autoregressive moving average (ARMA) parameter estimation can be tackled in a computationally efficient way by converting the given process into an equivalent scalar, periodic ARMA process. The authors present methods used to compute the Cramer-Rao bound associated with the identification of the scalar ARMA equivalent of a given multichannel ARMA process. The elements of matrix are obtained by a few very simple operations like periodic AR filtering of certain downsampled versions of the input and output sequences and then cross-correlating the filter outputs. The filter is easily obtainable from the model equation and is common for all the parameters.< <ETX xmlns:mml=http://www.w3.org/1998/Math/MathML xmlns:xlink=http://www.w3.org/1999/xlink>></ETX>" @default.
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- W2067753569 date "1994-01-01" @default.
- W2067753569 modified "2023-09-26" @default.
- W2067753569 title "Computation of a useful Cramer-Rao bound for multichannel ARMA parameter estimation" @default.
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- W2067753569 doi "https://doi.org/10.1109/78.275631" @default.
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