Parameter Estimation of Short Duration Data Using Fast Adaptive Algorithm

Abstract

A fast and new parameter estimation method is proposed in this paper. The proposed method utilizes the inverse system based on an adaptive digital filter (ADF). As an adaptive algorithm, "Accelerated Stochastic Approximation (ASA) " method is used. The ASA method adopts the time-varying and the optimized convergence factor, and converges within 25 iterations. As the applications of the proposed method, two examples of the parameter estimation of the ARMA model and the natural stop consonants are presented.