Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters
From MaRDI portal
Publication:1031371
Recommendations
- Novel parameter estimation of autoregressive signals in the presence of noise
- Parameter estimation of autoregressive signals from observations corrupted with colored noise
- Inverse filtering based method for estimation of noisy autoregressive signals
- On the parameters estimation of continuous-time ARMA processes from noisy observations
- A least-squares based method for autoregressive signals in the presence of noise
Cited in
(11)- Confidence estimation of autoregressive parameters based on noisy data
- Inverse filtering based method for estimation of noisy autoregressive signals
- Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
- Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue
- Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes
- Identification and validation of periodic autoregressive model with additive noise: finite-variance case
- On the parameters estimation of continuous-time ARMA processes from noisy observations
- Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters
- Novel parameter estimation of autoregressive signals in the presence of noise
- Pole and noise variance estimation of an AR(1) model by means of nonlinear filtering
- A robust method for parameter estimation of AR systems using empirical mode decomposition
This page was built for publication: Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1031371)
