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Please use this identifier to cite or link to this item: http://eprint.iitd.ac.in/handle/2074/1798

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dc.contributor.authorChakraborty, M-
dc.contributor.authorPrasad, S-
dc.identifier.citationSignal Processing, IEEE Transactions on, 42(2), 466 - 469p.en
dc.description.abstractIt 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 parametersen
dc.format.extent59614 bytes-
dc.subjectmultichannel autoregressiveen
dc.subjectmultichannel ARMA processen
dc.titleComputation of a useful Cramer-Rao bound for multichannel ARMA parameter estimationen
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