EFFICIENT ESTIMATION ALGORITHM FOR ARMA MODEL FOR COLOURED NOISE
Journal Title: Indian Journal of Computer Science and Engineering - Year 2010, Vol 1, Issue 2
Abstract
In this paper, a modified estimation algorithm has been developed refers to Covariance Shaping Least Square (CSLS) estimation based on the quantum mechanical concepts and constraints. The algorithm has been applied to Auto Regressive Moving Average (ARMA models with various parameter values. The same models can be applied with Colored Noise which estimates the bias in the parameter and the validity of the uncertainty estimates refers to Monte Carlo simulation. Building upon the problem of optimal quantum measurement design, we develop and discuss the performance of the CSLS estimator with the measure of mean square error (MSE) and it is compared with Least Square, James Stein, Shrunken and Ridge estimators for different applications. It proved that the CSLS estimator has low MSE and performed efficiently better than others at low to moderate, even when noise variation is having robust Signal to Noise Ratio (SNR).
Authors and Affiliations
S. Karthikeyan , S. Sasikumar
Keywords
Related Articles
- EP ID EP91987
- DOI -
- Views 161
- Downloads 0
AUTOMATED DIGITAL MAMMOGRAM SEGMENTATION FOR DETECTION OF ABNORMAL MASSES USING BINARY HOMOGENEITY ENHANCEMENT ALGORITHM
Many image processing techniques have been developed over the past two decades to help radiologists in diagnosing breast cancer. At the same time, many studies proven that an early diagnosis of breast cancer can increase...
SERVICE-ORIENTED CLOUD ARCHITECTURE SCHEMA TO BRIDGE GAP BETWEEN STUDENT, STAFF AND ACADEMIA
Cloud Computing is a new resource platform that offers abundant amount of services for organizations to meet furthermore satisfies the needs without huge and prior investment. When it comes to the development of a cloud,...
MOVING MACHINE TRANSLATION SYSTEM TO WEB
The paper presents an overview of an online system based on Punjabi to Hindi Machine translation system. The implementation of the system is roughly divided into two parts: the client side and the server side. On the cli...
An Efficient Approach of Election Algorithm in Distributed Systems
In this paper, I have proposed an election algorithm that can be used in distributed systems to elect a coordinator. This is a betterment of an already existing Election algorithm (also known as Bully Algorithm) proposed...
IMPROVED PROBABILISTIC INTEGRATED OBJECT RECOGNITION AND TRACKING (PIORT) METHODOLOGY
A thinning algorithm is used to reduce unnecessary information by peeling objects layer by layer so that the result is sufficient to allow topological analysis. It has several applications, but is particularly useful for...