Unbiased LMS filtering in the presence of white measurement noise with unknown power

DOI10.1109/82.868469zbMATH Open0980.93075OpenAlexW2129958507MaRDI QIDQ2732955

Changyun Wen, Yeng Chai Soh, Ying Zhang

Publication date: 2 December 2001

Published in: IEEE Transactions on Circuits and Systems. II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/82.868469

zbMATH Keywords

adaptive filteringunbiased estimationautoregressive modelsmeasurement noiseautoregressive modelfirst order filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (1)

Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method

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