Novel parameter estimation of autoregressive signals in the presence of noise

DOI10.1016/j.automatica.2015.09.008zbMath1329.93139OpenAlexW2172893397MaRDI QIDQ901101

Youshen Xia, Wei Xing Zheng

Publication date: 23 December 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.09.008

zbMATH Keywords

noisy observationsNewton algorithmautoregressive signalunbiased parameter estimate

Mathematics Subject Classification ID

Related Items (6)

Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise ⋮ Robust manifold broad learning system for large-scale noisy chaotic time series prediction: a perturbation perspective ⋮ Confidence estimation of autoregressive parameters based on noisy data ⋮ Decomposition based least squares iterative identification algorithm for multivariate pseudo-linear ARMA systems using the data filtering ⋮ Fault estimation based on sliding mode observer for Takagi-Sugeno fuzzy systems with digital communication constraints ⋮ Two-dimensional noisy autoregressive estimation with application to joint frequency and direction of arrival estimation

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