Fast filtering of noisy autoregressive signals

DOI10.1016/J.SIGPRO.2007.05.018zbMATH Open1186.94106OpenAlexW367984849MaRDI QIDQ971095FDOQ971095

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

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zbMATH Keywords

optimal filteringfast filteringnoisy autoregressive processes

Mathematics Subject Classification ID

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

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
• Title not available (Why is that?)
• Identification and validation of periodic autoregressive model with additive noise: finite-variance case
• Compressive system identification
• Kalman type filter under stationary noises

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