Autoregressive parameter estimation from noisy data

DOI10.1109/82.818897zbMath0991.93111OpenAlexW2102246454MaRDI QIDQ2732938

Wei Xing Zheng

Publication date: 2 December 2001

Published in: IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/82.818897

zbMATH Keywords

estimationleast-squares methodautoregressive signalsalgorithm implementationsmeasurement noise varianceprefilter noisy data

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Related Items (7)

Linear estimation of stationary autoregressive processes ⋮ Inverse filtering based method for estimation of noisy autoregressive signals ⋮ Two dimensional autoregressive estimation from noisy observations as a quadratic eigenvalue problem ⋮ Adaptive algorithm for estimation of two-dimensional autoregressive fields from noisy observations ⋮ Short-Time Linear Quadratic Form Technique for Estimating Fast-Varying Parameters in Feedback Loops ⋮ Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation ⋮ Parameter estimation of autoregressive signals from observations corrupted with colored noise

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