Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue

DOI10.1007/S11760-009-0112-9MaRDI QIDQ994821zbMATH OpenOpenAlexFDO

Authors Julien Petitjean, Eric Grivel, William Bobillet, Patrick Roussilhe

Publication date 13 September 2010

Published in Signal, Image and Video Processing (Search for Journal in Brave)

Full work available at URL https://zenodo.org/record/41164

zbMATH Keywords

errors-in-variablesestimationextended Kalman filtermultichannel AR processsigma-point Kalman filter

Mathematics Subject Classification ID

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

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Cites work

• A comparison of multivariate autoregressive estimators
• Blind identification and equalization of two-channel FIR systems in unbalanced noise environments
• Comment on "A new method for the nonlinear transformation of means and covariances in filters and estimators" [with authors' reply]
• Dual ${H}_{\infty}$ Algorithms for Signal Processing— Application to Speech Enhancement
• Estimation of the parameters of multichannel autoregressive signals from noisy observations
• New developments in state estimation for nonlinear systems
• Noise compensation for autoregressive spectral estimates
• Parameter estimation of multichannel autoregressive processes in noise
• Speech Enhancement Combining Optimal Smoothing and Errors-In-Variables Identification of Noisy AR Processes
• The Frisch scheme in dynamic system identification

Cited in

(4)

• Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters
• Estimation of the parameters of multichannel autoregressive signals from noisy observations
• Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
• Parameter estimation of multichannel autoregressive processes in noise

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