Inverse filtering based method for estimation of noisy autoregressive signals

DOI10.1016/J.SIGPRO.2011.01.008MaRDI QIDQ537282zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 193741 (Why is no real title available?)
• Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.)
• Autoregressive parameter estimation from noisy data
• Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters
• Estimation of the parameters of multichannel autoregressive signals from noisy observations
• Noise compensation for autoregressive spectral estimates
• Parameter estimation of autoregressive signals from observations corrupted with colored noise
• Speech Enhancement Combining Optimal Smoothing and Errors-In-Variables Identification of Noisy AR Processes

Cited in

(14)

• Unbiased LMS filtering in the presence of white measurement noise with unknown power
• Study of a least-squares-based algorithm for autoregressive signals subject to white noise
• scientific article; zbMATH DE number 800038 (Why is no real title available?)
• Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters
• Autoregressive parameter estimation from noisy data
• Recovering of autoregressive spectral estimates of signals buried in noise
• Novel parameter estimation of autoregressive signals in the presence of noise
• Iterative estimation algorithm of autoregressive parameters
• Forward/backward prediction solution for adaptive noisy FIR filtering
• Adaptive algorithm for noisy autoregressive signals
• Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
• A least-squares based method for autoregressive signals in the presence of noise
• Estimation of the parameters of multichannel autoregressive signals from noisy observations
• Identification and validation of periodic autoregressive model with additive noise: finite-variance case

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