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Fast filtering of noisy autoregressive signals

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Publication:971095
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DOI10.1016/j.sigpro.2007.05.018zbMath1186.94106OpenAlexW367984849MaRDI QIDQ971095

Roberto Diversi, Roberto P. Guidorzi

Publication date: 19 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.sigpro.2007.05.018


zbMATH Keywords

optimal filteringfast filteringnoisy autoregressive processes


Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)


Related Items

Identification and validation of periodic autoregressive model with additive noise: finite-variance case ⋮ Estimation of ARMAX processes with noise corrupted output signal observations ⋮ Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models



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