Parameter estimation of autoregressive signals from observations corrupted with colored noise

DOI10.1016/j.sigpro.2009.06.005zbMath1177.94093OpenAlexW2064971059MaRDI QIDQ1048786

Alimorad Mahmoudi, Mahmood Karimi

Publication date: 8 January 2010

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2009.06.005

zbMATH Keywords

least-squares methodautoregressive signalsYule-Walker equations

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13) Statistical aspects of information-theoretic topics (62B10)

Related Items

Identification and validation of periodic autoregressive model with additive noise: finite-variance case ⋮ Novel parameter estimation of autoregressive signals in the presence of noise ⋮ Linear estimation of stationary autoregressive processes ⋮ Inverse filtering based method for estimation of noisy autoregressive signals ⋮ Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation

Cites Work

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• Estimation of the parameters of multichannel autoregressive signals from noisy observations
• Autoregressive parameter estimation from noisy data
• Noise compensation for autoregressive spectral estimates
• The effects of noise on the autoregressive spectral estimator