Subspace-based parameter estimation of symmetric noncausal autoregressive signals from noisy measurements

DOI10.1109/78.740115zbMath0987.93074OpenAlexW2107840717MaRDI QIDQ2732795

Petre Stoica, Joakim Sorelius

Publication date: 27 June 2002

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://zenodo.org/record/36354

zbMATH Keywords

parameter estimationconsistent estimatesmultiple signal classification (MUSIC)subspace fitting approachsymmetric noncausal autoregressive signals

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (3)

Asymptotic properties of subspace estimators ⋮ Order estimation for subspace methods ⋮ Estimating the system order by subspace methods

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