Novel parameter estimation of autoregressive signals in the presence of noise
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Publication:901101
DOI10.1016/J.AUTOMATICA.2015.09.008zbMATH Open1329.93139OpenAlexW2172893397MaRDI QIDQ901101FDOQ901101
Authors: Youshen Xia, Wei Xing Zheng 
Publication date: 23 December 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.09.008
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Newton-type methods (49M15) White noise theory (60H40) Estimation and detection in stochastic control theory (93E10)
Cites Work
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Cited In (24)
- Confidence estimation of autoregressive parameters based on noisy data
- Two dimensional autoregressive estimation from noisy observations as a quadratic eigenvalue problem
- Inverse filtering based method for estimation of noisy autoregressive signals
- Prescribed-time sensor fault estimation for linear systems with unknown inputs by periodic delayed observers
- Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise
- Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
- 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
- Parameter estimation of a time-varying autoregressive model under \(\alpha\)-stable distributed noise conditions
- Guaranteed estimation of a periodic signal distorted by an autoregressive noise with unknown parameters.
- Parameter estimation of multichannel autoregressive processes in noise
- Autoregressive state-space approach for numerical signal analysis
- Fault estimation based on sliding mode observer for Takagi-Sugeno fuzzy systems with digital communication constraints
- Estimation of the parameters of multichannel autoregressive signals from noisy observations
- A least-squares based method for autoregressive signals in the presence of noise
- Method of noise-robust estimation of parameters of an autoregressive model in the frequency domain
- Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation
- Robust manifold broad learning system for large-scale noisy chaotic time series prediction: a perturbation perspective
- Adaptive algorithm for noisy autoregressive signals
- Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering
- Iterative estimation algorithm of autoregressive parameters
- Recovering of autoregressive spectral estimates of signals buried in noise
- A robust method for parameter estimation of AR systems using empirical mode decomposition
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