Inverse filtering based method for estimation of noisy autoregressive signals

DOI10.1016/J.SIGPRO.2011.01.008zbMATH Open1213.94040OpenAlexW2000326072MaRDI QIDQ537282FDOQ537282

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

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zbMATH Keywords

least-squares methodautoregressive signalsYule-Walker equations

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• 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

Cited In (12)

• Unbiased LMS filtering in the presence of white measurement noise with unknown power
• Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
• Title not available (Why is that?)
• Study of a least-squares-based algorithm for autoregressive signals subject to white 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
• Autoregressive parameter estimation from noisy data
• A least-squares based method for autoregressive signals in the presence of noise
• Adaptive algorithm for noisy autoregressive signals
• Iterative estimation algorithm of autoregressive parameters
• Recovering of autoregressive spectral estimates of signals buried in noise
• Novel parameter estimation of autoregressive signals in the presence of noise

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