A new estimation algorithm for AR signals measured in noise

Wei Xing Zheng

doi:10.1109/ICOSP.2002.1181021

A new estimation algorithm for AR signals measured in noise

Wei Xing Zheng

School of Computer, Data & Mathematical Sciences

Research output: Chapter in Book / Conference Paper › Conference Paper › peer-review

6 Citations (Scopus)

Abstract

Albeit several least-squares (LS) based methods have been developed for noisy autoregressive (AR) signal identification, none is "in closed form" in that an iterative procedure is. needed for estimating the AR parameters and the measurement noise variance alternately. In this paper a new formulation with respect to the measurement noise variance is presented, leading to the development of a new estimation algorithm for noisy AR signals. In addition to the eminent algorithmic difference from its predecessors, the developed algorithm achieves a better estimation accuracy while requiring an almost identical amount of computations.

Original language	English
Title of host publication	ICSP 2002 - 2002 6th International Conference on Signal Processing, Proceedings
Editors	Baozong Yuan, Xiaofang Tang
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	186-189
Number of pages	4
ISBN (Electronic)	0780374886
DOIs	https://doi.org/10.1109/ICOSP.2002.1181021
Publication status	Published - 2002
Event	6th International Conference on Signal Processing, ICSP 2002 - Beijing, China Duration: 26 Aug 2002 → 30 Aug 2002

Publication series

Name	International Conference on Signal Processing Proceedings, ICSP
Volume	1

Conference

Conference	6th International Conference on Signal Processing, ICSP 2002
Country/Territory	China
City	Beijing
Period	26/08/02 → 30/08/02

Bibliographical note

Publisher Copyright:
© 2002 IEEE.

Access to Document

10.1109/ICOSP.2002.1181021

Cite this

Zheng, W. X. (2002). A new estimation algorithm for AR signals measured in noise. In B. Yuan, & X. Tang (Eds.), ICSP 2002 - 2002 6th International Conference on Signal Processing, Proceedings (pp. 186-189). Article 1181021 (International Conference on Signal Processing Proceedings, ICSP; Vol. 1). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICOSP.2002.1181021

@inproceedings{b3f3b8f6b3484fd690d1d53185a366a0,

title = "A new estimation algorithm for AR signals measured in noise",

abstract = "Albeit several least-squares (LS) based methods have been developed for noisy autoregressive (AR) signal identification, none is {"}in closed form{"} in that an iterative procedure is. needed for estimating the AR parameters and the measurement noise variance alternately. In this paper a new formulation with respect to the measurement noise variance is presented, leading to the development of a new estimation algorithm for noisy AR signals. In addition to the eminent algorithmic difference from its predecessors, the developed algorithm achieves a better estimation accuracy while requiring an almost identical amount of computations.",

author = "Zheng, {Wei Xing}",

note = "Publisher Copyright: {\textcopyright} 2002 IEEE.; 6th International Conference on Signal Processing, ICSP 2002 ; Conference date: 26-08-2002 Through 30-08-2002",

year = "2002",

doi = "10.1109/ICOSP.2002.1181021",

language = "English",

series = "International Conference on Signal Processing Proceedings, ICSP",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "186--189",

editor = "Baozong Yuan and Xiaofang Tang",

booktitle = "ICSP 2002 - 2002 6th International Conference on Signal Processing, Proceedings",

}

Zheng, WX 2002, A new estimation algorithm for AR signals measured in noise. in B Yuan & X Tang (eds), ICSP 2002 - 2002 6th International Conference on Signal Processing, Proceedings., 1181021, International Conference on Signal Processing Proceedings, ICSP, vol. 1, Institute of Electrical and Electronics Engineers Inc., pp. 186-189, 6th International Conference on Signal Processing, ICSP 2002, Beijing, China, 26/08/02. https://doi.org/10.1109/ICOSP.2002.1181021

A new estimation algorithm for AR signals measured in noise. / Zheng, Wei Xing.
ICSP 2002 - 2002 6th International Conference on Signal Processing, Proceedings. ed. / Baozong Yuan; Xiaofang Tang. Institute of Electrical and Electronics Engineers Inc., 2002. p. 186-189 1181021 (International Conference on Signal Processing Proceedings, ICSP; Vol. 1).

Research output: Chapter in Book / Conference Paper › Conference Paper › peer-review

TY - GEN

T1 - A new estimation algorithm for AR signals measured in noise

AU - Zheng, Wei Xing

PY - 2002

Y1 - 2002

N2 - Albeit several least-squares (LS) based methods have been developed for noisy autoregressive (AR) signal identification, none is "in closed form" in that an iterative procedure is. needed for estimating the AR parameters and the measurement noise variance alternately. In this paper a new formulation with respect to the measurement noise variance is presented, leading to the development of a new estimation algorithm for noisy AR signals. In addition to the eminent algorithmic difference from its predecessors, the developed algorithm achieves a better estimation accuracy while requiring an almost identical amount of computations.

AB - Albeit several least-squares (LS) based methods have been developed for noisy autoregressive (AR) signal identification, none is "in closed form" in that an iterative procedure is. needed for estimating the AR parameters and the measurement noise variance alternately. In this paper a new formulation with respect to the measurement noise variance is presented, leading to the development of a new estimation algorithm for noisy AR signals. In addition to the eminent algorithmic difference from its predecessors, the developed algorithm achieves a better estimation accuracy while requiring an almost identical amount of computations.

UR - http://www.scopus.com/inward/record.url?scp=47749102175&partnerID=8YFLogxK

U2 - 10.1109/ICOSP.2002.1181021

DO - 10.1109/ICOSP.2002.1181021

M3 - Conference Paper

AN - SCOPUS:47749102175

T3 - International Conference on Signal Processing Proceedings, ICSP

SP - 186

EP - 189

BT - ICSP 2002 - 2002 6th International Conference on Signal Processing, Proceedings

A2 - Yuan, Baozong

A2 - Tang, Xiaofang

PB - Institute of Electrical and Electronics Engineers Inc.

T2 - 6th International Conference on Signal Processing, ICSP 2002

Y2 - 26 August 2002 through 30 August 2002

ER -

A new estimation algorithm for AR signals measured in noise

Abstract

Publication series

Conference

Bibliographical note

Access to Document

Other files and links

Fingerprint

Cite this