Autoregressive parameter estimation from noisy data

DOI10.1109/82.818897MaRDI QIDQ2732938zbMATH OpenOpenAlexFDO

Authors Wei Xing Zheng

Publication date 2 December 2001

Published in IEEE Transactions on Circuits and Systems. II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/82.818897

zbMATH Keywords

algorithm implementationsautoregressive signalsestimationleast-squares methodmeasurement noise varianceprefilter noisy data

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

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Cited in

(16)

• Parameter estimation of autoregressive signals from observations corrupted with colored noise
• Study of a least-squares-based algorithm for autoregressive signals subject to white noise
• Adaptive algorithm for noisy autoregressive signals
• Two dimensional autoregressive estimation from noisy observations as a quadratic eigenvalue problem
• Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations
• Method of noise-robust estimation of parameters of an autoregressive model in the frequency domain
• A least-squares based method for autoregressive signals in the presence of noise
• Short-time linear quadratic form technique for estimating fast-varying parameters in feedback loops
• High-Accuracy Instrumental Variable Identification of Continuous-Time Autoregressive Processes From Irregularly Sampled Noisy Data
• Inverse filtering based method for estimation of noisy autoregressive signals
• Linear estimation of stationary autoregressive processes
• Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
• Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation
• Noise variance measurement with presence of strong sine burst interference
• Parameter estimation of multichannel autoregressive processes in noise
• Fast filtering of noisy autoregressive signals

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