Estimation of the parameters of multichannel autoregressive signals from noisy observations

DOI10.1016/J.SIGPRO.2008.06.004zbMath1151.94391OpenAlexW2040739698MaRDI QIDQ2377831

Mahmood Karimi, Alimorad Mahmoudi

Publication date: 20 January 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2008.06.004

zbMATH Keywords

least-squares methodparameter estimationunbiased estimatormultichannel autoregressive signals

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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