Estimation of the parameters of multichannel autoregressive signals from noisy observations

DOI10.1016/j.sigpro.2008.06.004zbMath1151.94391MaRDI QIDQ2377831

Mahmood Karimi, Alimorad Mahmoudi

Publication date: 20 January 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2008.06.004

zbMATH Keywords

least-squares method; parameter estimation; unbiased estimator; multichannel autoregressive signals

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

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