A least-squares based method for autoregressive signals in the presence of noise

DOI10.1109/82.749103zbMath0992.94014OpenAlexW2091683338MaRDI QIDQ2733030

Wei Xing Zheng

Publication date: 4 September 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/10.1109/82.749103

zbMATH Keywords

least-squares methodparameter estimationnoise varianceautoregressive signalsignal power

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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