Two dimensional autoregressive estimation from noisy observations as a quadratic eigenvalue problem
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Publication:2014155
DOI10.1007/S11045-014-0289-0zbMATH Open1368.93241OpenAlexW2093429996MaRDI QIDQ2014155FDOQ2014155
Publication date: 10 August 2017
Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11045-014-0289-0
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Cites Work
- Title not available (Why is that?)
- Estimation of the parameters of multichannel autoregressive signals from noisy observations
- Autoregressive parameter estimation from noisy data
- Broad-band detection based on two-dimensional mixed autoregressive models
- Two-dimensional autoregressive (2D AR) model order estimation.
- Noncausal 2-D spectrum estimation for direction finding
Cited In (4)
- Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations
- Estimation of 2-D ARMA model parameters by using equivalent AR approach
- Recursive least squares identification methods for multivariate pseudo-linear systems using the data filtering
- Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation
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