Parameter estimation and GLRT detection in colored non-Gaussian autoregressive processes

DOI10.1109/29.60098zbMath0717.93058OpenAlexW2083317892MaRDI QIDQ5749216

Debasis Sengupta, Steven M. Kay

Publication date: 1990

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.60098

zbMATH Keywords

maximum likelihood estimationgeneralized likelihood ratio testcolored non-Gaussian noiseCramer-Rao boundssignal amplitudeleast squares (LS) estimationnoise parameters

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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