Parameter estimation of multichannel autoregressive processes in noise

DOI10.1016/S0165-1684(02)00491-7zbMath1144.94339OpenAlexW1981181101MaRDI QIDQ947367

Md. Aynal Haque, Md. Kamrul Hasan, Md. Jahangir Hossain

Publication date: 2 October 2008

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00491-7

zbMATH Keywords

parameter estimationspectral estimationadditive noisemultichannel autoregressive system

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Channel models (including quantum) in information and communication theory (94A40)

Related Items (6)

Identification and validation of periodic autoregressive model with additive noise: finite-variance case ⋮ Time-frequency analysis of multichannel signals using two-sided autoregressive modeling ⋮ Order selection criteria for vector autoregressive models ⋮ Vector autoregressive models with measurement errors for testing Granger causality ⋮ Multichannel AR parameter estimation from noisy observations as an errors-in-variables issue ⋮ Parameter estimation of autoregressive signals from observations corrupted with colored noise

This page was built for publication: Parameter estimation of multichannel autoregressive processes in noise