Autoregressive parameter estimation from noisy data
From MaRDI portal
Publication:2732938
DOI10.1109/82.818897zbMath0991.93111OpenAlexW2102246454MaRDI QIDQ2732938
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
estimationleast-squares methodautoregressive signalsalgorithm implementationsmeasurement noise varianceprefilter noisy data
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
This page was built for publication: Autoregressive parameter estimation from noisy data