Parameter estimation of autoregressive signals from observations corrupted with colored noise (Q1048786)

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scientific article; zbMATH DE number 5654915
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Parameter estimation of autoregressive signals from observations corrupted with colored noise
scientific article; zbMATH DE number 5654915

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    Parameter estimation of autoregressive signals from observations corrupted with colored noise (English)
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    8 January 2010
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    autoregressive signals
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    least-squares method
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    Yule-Walker equations
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