Identification of autoregressive signals observed in noise

Research output: Chapter in Book / Conference PaperConference Paperpeer-review

9 Citations (Scopus)

Abstract

This paper presents an asymptotically unbiased estimator of autoregressive parameters from noisy observations. The key ingredient in the present method is that a new and simple scheme for estimate of the white measurement noise is developed. This estimated variance is then used in conjunction with the known technique for elimination of the least-squares estimation bias when the noise statistics are known a priori. The properties of the method are illustrated by means of some simulated examples.

Original languageEnglish
Title of host publicationAmerican Control Conference
PublisherPubl by IEEE
Pages1229-1230
Number of pages2
ISBN (Print)0780308611, 9780780308619
DOIs
Publication statusPublished - 1993
Externally publishedYes
EventProceedings of the 1993 American Control Conference Part 3 (of 3) - San Francisco, CA, USA
Duration: 2 Jun 19934 Jun 1993

Publication series

NameAmerican Control Conference

Conference

ConferenceProceedings of the 1993 American Control Conference Part 3 (of 3)
CitySan Francisco, CA, USA
Period2/06/934/06/93

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