Adaptive AR spectral estimation based on multi-band decomposition of the linear prediction error with variable forgetting factors

A new method for adaptive autoregressive spectral estimation based on the least-squares criterion with multi-band decomposition of the linear prediction error and analysis of each band through independent variable forgetting factors is presented. The proposed method localizes the forgetting factor adaptation scheme in the frequency domain and in the time domain, in the sense that variations on the statistics of the input signal are independently evaluated for each band along the time. In this paper, a new forgetting factor adaptation technique depending exclusively on the input signal is introduced and applied to the multi-window analysis of the linear prediction error structure to generate time-varying autoregressive spectral estimates. An improvement on the delity of estimates is shown in computer experiments which compare the proposed method with conventional and multi-band least-squares methods with xed forgetting factors.