@inproceedings{819136f4b96645ff9180fce8d961bc5b,
title = "An efficient approach to unbiased identification of noisy FIR systems",
abstract = "The problem of parameter estimation of finite impulse response (FIR) systems from noisy input-output data is investigated. An auxiliary matrix is introduced to formulate an eigen problem. The input noise variance is then estimated by solving the constructed eigen problem for a particular eigenvalue. With this, unbiased estimates of the FIR coefficients as well as the output noise variance can be readily obtained. The developed approach can be implemented at a low numerical cost. Computer simulations are given to demonstrate the good performance of the developed approach in comparison with other existing methods.",
author = "Zheng, {Wei Xing}",
year = "2003",
doi = "10.1109/ISSPA.2003.1224934",
language = "English",
isbn = "0780379462",
series = "Proceedings - 7th International Symposium on Signal Processing and Its Applications, ISSPA 2003",
publisher = "IEEE Computer Society",
pages = "543--546",
booktitle = "Proceedings - 7th International Symposium on Signal Processing and Its Applications, ISSPA 2003",
note = "7th International Symposium on Signal Processing and Its Applications, ISSPA 2003 ; Conference date: 01-07-2003 Through 04-07-2003",
}