Method of noise-robust estimation of parameters of an autoregressive model in the frequency domain
DOI10.1007/S10559-021-00409-YzbMATH Open1479.62078OpenAlexW3204556412MaRDI QIDQ2058705FDOQ2058705
Authors: V. K. Zadiraka, V. Yu. Semenov, Ye. V. Semenova 
Publication date: 9 December 2021
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-021-00409-y
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autoregressive modelfast Fourier transformlikelihood functionexpectation-maximization methodautoregressive (AR) signal
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and spectral analysis (62M15)
Cites Work
Cited In (7)
- Autoregressive frequency detection using regularized least squares
- Asymptotic statistical analysis of autoregressive frequency estimates
- Selection of optimal AR spectral estimation method for internal carotid arterial Doppler signals using Cramer-Rao bound
- Improved parameter estimation by noise compensation in the time-scale domain
- Research on AR model in speech recognition
- Title not available (Why is that?)
- A robust method for parameter estimation of AR systems using empirical mode decomposition
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