Improved parameter estimation for first-order Markov process (Q983402)
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scientific article; zbMATH DE number 5759270
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| English | Improved parameter estimation for first-order Markov process |
scientific article; zbMATH DE number 5759270 |
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Improved parameter estimation for first-order Markov process (English)
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22 July 2010
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Summary: This correspondence presents a linear transformation, which is used to estimate correlation coefficient of first-order Markov process. It outperforms zero-forcing (ZF), minimum mean-squared error (MMSE), and whitened least-squares (WTLSs) estimators by controlling output noise variance at the cost of increased computational complexity.
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0.7036351561546326
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0.6787086725234985
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0.678594708442688
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