Inverse filtering based method for estimation of noisy autoregressive signals

DOI10.1016/j.sigpro.2011.01.008zbMath1213.94040OpenAlexW2000326072MaRDI QIDQ537282

Alimorad Mahmoudi, Mahmood Karimi

Publication date: 19 May 2011

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

Full work available at URL: https://doi.org/10.1016/j.sigpro.2011.01.008

zbMATH Keywords

least-squares methodautoregressive signalsYule-Walker equations

Mathematics Subject Classification ID

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

Related Items

Identification and validation of periodic autoregressive model with additive noise: finite-variance case, Novel parameter estimation of autoregressive signals in the presence of noise

Cites Work

• Unnamed Item
• Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters
• Parameter estimation of autoregressive signals from observations corrupted with colored noise
• Estimation of the parameters of multichannel autoregressive signals from noisy observations
• Autoregressive parameter estimation from noisy data
• Noise compensation for autoregressive spectral estimates
• Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)
• Speech Enhancement Combining Optimal Smoothing and Errors-In-Variables Identification of Noisy AR Processes