Multiple lag process and its estimation

M. Kemal Sonmez, John S. Baras

Research output: Contribution to journalConference articlepeer-review


We derive estimators for the multiple lag process, a generalization of the lag process, via spectral representations of stationary processes by complex random spectral measured. We present estimators of transfer functions for the multiple lag model with a given vector of lags and derive a multiple-lag (quadratic) coherence which can be maximized to choose the best vector of lags in the minimum mean squared error sense from a given set of lag vectors. We also demonstrate the estimation scheme by a simulation example and point out possible applications for the multiple-lag model in speech processing.

Original languageEnglish (US)
Pages (from-to)1697-1700
Number of pages4
JournalICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
StatePublished - Jan 1 1995
Externally publishedYes
EventProceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA
Duration: May 9 1995May 12 1995

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering


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