Iterative estimation algorithm of autoregressive parameters

MaRDI QIDQ5491979zbMATH OpenFDO

Authors Kazys Kazlauskas, Jaunius Kazlauskas

Publication date 12 October 2006

zbMATH Keywords

parameter estimationnoisy observationsiterative approachautoregressive system

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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Cited in

(5)

• Study of a least-squares-based algorithm for autoregressive signals subject to white noise
• Estimation of multivariate signal by output autocovariance data in linear discrete-time systems
• Sparse structure based iterative algorithm for AR model identification
• Novel parameter estimation of autoregressive signals in the presence of noise
• A robust method for parameter estimation of AR systems using empirical mode decomposition

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