Robust autoregressive modelling through higher order spectral estimation techniques with applications to mammography

Author(s):  
P.T. Stathaki ◽  
A.G. Constantinides
Author(s):  
Poonam Bansal ◽  
Amita Dev ◽  
Shail Jain

In this paper, a feature extraction method that is robust to additive background noise is proposed for automatic speech recognition. Since the background noise corrupts the autocorrelation coefficients of the speech signal mostly at the lower orders, while the higher-order autocorrelation coefficients are least affected, this method discards the lower order autocorrelation coefficients and uses only the higher-order autocorrelation coefficients for spectral estimation. The magnitude spectrum of the windowed higher-order autocorrelation sequence is used here as an estimate of the power spectrum of the speech signal. This power spectral estimate is processed further by the Mel filter bank; a log operation and the discrete cosine transform to get the cepstral coefficients. These cepstral coefficients are referred to as the Differentiated Relative Higher Order Autocorrelation Coefficient Sequence Spectrum (DRHOASS). The authors evaluate the speech recognition performance of the DRHOASS features and show that they perform as well as the MFCC features for clean speech and their recognition performance is better than the MFCC features for noisy speech.


2004 ◽  
Vol 41 (A) ◽  
pp. 35-53 ◽  
Author(s):  
V. V. Anh ◽  
N. N. Leonenko ◽  
L. M. Sakhno

This paper provides a quasi-likelihood or minimum-contrast-type method for the parameter estimation of random fields in the frequency domain based on higher-order information. The estimation technique uses the spectral density of the general kth order and allows for possible long-range dependence in the random fields. To avoid bias due to edge effects, data tapering is incorporated into the method. The suggested minimum contrast functional is linear with respect to the periodogram of kth order, hence kernel estimation for the spectral densities is not needed. Furthermore, discretization is not required in the estimation of continuously observed random fields. The consistency and asymptotic normality of the resulting estimators are established. Illustrative applications of the method to some problems in mathematical finance and signal detection are given.


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