Title
Cross-Burg Algorithm For Single-Input Two-Outputs Autoregressive Modeling
Abstract
This work addresses the Auto-Regressive modeling in Single-Input Two-Outputs (SITO) scenarios, where the lack of input signal diversity prevents application of state-of-the-art multichannel methods. Firstly, we derive a system of Yule-Walker-like equations involving only the cross-correlation of the observations. Then, we leverage the Toeplitz, not Hermitian, structure of the system coefficient matrix to derive an Asymmetric Levinson recursion. Finally, we present a novel lattice based computation of the recursion, named Cross-Burg algorithm. The Cross-Burg lattice is built by two sub-lattices, mutually connected by the reflection coefficients. The Cross-Burg algorithm is inherently robust to uncorrelated additive noise on the two observed channels. Numerical simulations show that the Cross-Burg algorithm outperforms traditional methods in accuracy and noise robustness for SITO-AR modeling and spectral estimation.
Year
DOI
Venue
2021
10.1109/LSP.2021.3101128
IEEE SIGNAL PROCESSING LETTERS
Keywords
DocType
Volume
Signal processing algorithms, Lattices, Mathematical model, Numerical models, Estimation, Data models, Signal to noise ratio, Single Input Two Outputs AR modeling, Noise robust AR Modeling, Cross-Burg Method
Journal
28
ISSN
Citations 
PageRank 
1070-9908
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Stefania Colonnese113726.43
Francesco Conti200.34
M. Biagi3879.18
Gaetano Scarano420931.32