Estimation of Optimum Number of Poles for Random Signal by Yule-Walker Method
Abstract: The Yule-Walker
method is an effective method to estimate the system response or spectrum for random
signal. Hence most of the noise and spurious signals are random in nature, so
it is very convenient to estimate their spectrum by Yule-Walker method
successfully. The Yule-Walker method is an autoregressive process to estimate
the poles and errors also based on the number of poles for Wide Sense
Stationary (WSS) process as well. Moreover the value of zero will be
correspondingly calculatedbased on the poles in case of all poles model. The
main concern of this paper is to analyze the YuleWalker method and estimate the
poles and zero along with the error based on the number of poles for a random
signal. Moreover analyze the results to find out the optimum number of poles
for least possible error.
Keywords: Auto Regression
(AR), Random Signal, White Noise, Wide Sense Stationary (WSS) process), Yule-Walker
(Y-W) Method
Author: Ahmed Al Amin
Journal Code: jptkomputergg170095
