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Cybernetics And Systems Analysis
International Theoretical Science Journal
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UDC 534.78, 621.391.266
V.K. Zadiraka1, V.Yu. Semenov2, Ye.V. Semenova3


1 V.M. Glushkov Institute of Cybernetics, National Academy
of Sciences of Ukraine, Kyiv, Ukraine

zvk140@ukr.net

2 Kyiv Academic University, Kyiv, Ukraine,
and Delta SPE, LLC, Kyiv, Ukraine

vasyl.delta@gmail.com

3 Institute of Mathematics, National Academy of Sciences of Ukraine, Kyiv, Ukraine, and Kyiv Academic University, Kyiv, Ukraine

semenovaevgen@gmail.com

METHOD OF NOISE-ROBUST ESTIMATION OF PARAMETERS
OF AUTOREGRESSIVE MODEL IN FREQUENCY DOMAIN

Abstract. The article considers the problem of estimating the parameters of the autoregressive (AR) signal in the presence of background noise. Based on the frequency representation of the AR signal, a technique of calculating the likelihood function of the AR parameters is shown and the implementation of the expectation-maximization method for iterative evaluation of the AR parameters is considered. Analysis of different measures of distortion of speech signals shows that the proposed approaches in the frequency domain have the same accuracy with the corresponding approaches in the time domain, but are characterized by significantly lower computing costs.

Keywords: autoregressive model, likelihood function, Expectation-Maximization method, fast Fourier transform.


FULL TEXT

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