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Table 2 Estimated parameters at SNR  dB for AR system with white noise excitation.

From: A Ramp Cosine Cepstrum Model for the Parameter Estimation of Autoregressive Systems at Low SNR

True parameters

Estimated parameters

  

Proposed method

ILSF method

SSYW method

MLSYW method

0.4998

0.5042

0.3655

0.3830

1.0445

  

(0.0289)

(0.2595)

(0.3086)

(0.0923)

  

(0.0293)

(0.2922)

(1.6859)

(1.2579)

0.0100

0.0283

0.0066

0.0040

0.0452

  

(0.0219)

(0.0600)

(0.0651)

(0.0704)

  

(0.0285)

(0.0601)

(0.0672)

(0.0747)

0.7853

0.7580

0.7759

0.8221

0.7559

  

(0.0507)

(0.0893)

(0.0857)

(0.0956)

  

(0.0665)

(0.0899)

(0.0882)

(0.0972)

0.5999

0.5648

0.4597

0.4211

0.3229

  

(0.0374)

(0.2732)

(0.2874)

(0.3113)

  

(0.0513)

(0.3071)

(0.2982)

(0.3257)

ASSE (dB)

24.95

13.27

12.71

9.13