Table of Contents
Journal of Stochastics
Volume 2014, Article ID 502406, 7 pages
Research Article

Adaptive Algorithm for Multichannel Autoregressive Estimation in Spatially Correlated Noise

Electrical Engineering Department, Shahid Chamran University, Ahvaz, Iran

Received 24 April 2014; Accepted 5 June 2014; Published 19 June 2014

Academic Editor: Chi-Yi Tsai

Copyright © 2014 Alimorad Mahmoudi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


This paper addresses the problem of multichannel autoregressive (MAR) parameter estimation in the presence of spatially correlated noise by steepest descent (SD) method which combines low-order and high-order Yule-Walker (YW) equations. In addition, to yield an unbiased estimate of the MAR model parameters, we apply inverse filtering for noise covariance matrix estimation. In a simulation study, the performance of the proposed unbiased estimation algorithm is evaluated and compared with existing parameter estimation methods.