Fast filtering of noisy autoregressive signals

DOI10.1016/J.SIGPRO.2007.05.018MaRDI QIDQ971095zbMATH OpenOpenAlexFDO

Authors Roberto Diversi, Roberto Guidorzi

Publication date 19 May 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2007.05.018

zbMATH Keywords

optimal filteringfast filteringnoisy autoregressive processes

Mathematics Subject Classification ID

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

Recommendations

• Identification of autoregressive models in the presence of additive noise
• Kalman type filter under stationary noises
• Autoregressive parameter estimation from noisy data
• A Levinson-type algorithm for modeling fast-sampled data
• Fast recursive algorithms for a class of linear equations

Cited in

(10)

• Identification of autoregressive models in the presence of additive noise
• Autoregression and cepstrum-domain filtering
• Fast mean filtering technique (FMFT)
• Estimation of ARMAX processes with noise corrupted output signal observations
• Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
• An algebraic method for constructing stable and consistent autoregressive filters
• scientific article; zbMATH DE number 800038 (Why is no real title available?)
• Identification and validation of periodic autoregressive model with additive noise: finite-variance case
• Kalman type filter under stationary noises
• Compressive system identification

This page was built for publication: Fast filtering of noisy autoregressive signals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q971095)