Efficient Class-Specific Models for Autoregressive Processes with Slowly Varying Amplitude in White Noise

摘要

This paper describes an efficient model to describe an autoregressive signal with slowly-varying amplitude in additive white Gaussian noise. Even a simple low-order autoregressive model becomes complicated by varying amplitude and additive white noise. However, by approximating the signal amplitude as piecewise-constant, an efficient filtering approach can be applied in order to compute the maximum likelihood estimate for the entire data record. The model is efficient both in terms of having a compact set of parameters and in the computational sense. Simulation results are provided. The algorithm has applications in signal modeling for underwater acoustic signals, particularly active wideband signals such as explosive sources.