Improved parameter estimation for first-order Markov process

  • Authors:
  • Deepak Batra;Sanjay Sharma;Amit Kumar Kohli

  • Affiliations:
  • Department of Electronics and Communication Engineering, CITM, Faridabad, India;Department of Electronics and Communication Engineering, Thapar University, Punjab, India;Department of Electronics and Communication Engineering, Thapar University, Punjab, India

  • Venue:
  • Research Letters in Signal Processing
  • Year:
  • 2009

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Abstract

This correspondence presents a linear transformation, which is used to estimate correlation coefficient of first-order Markov process. It outperforms zero-forcing (ZF), minimum mean-squared error (MMSE), and whitened least-squares (WTLSs) estimators by controlling output noise variance at the cost of increased computational complexity.