@inproceedings{192b2066705847e685708fae3de96b2c,
title = "Identification of autoregressive signals observed in noise",
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.",
author = "Zheng, \{W. X.\}",
year = "1993",
doi = "10.23919/acc.1993.4793064",
language = "English",
isbn = "0780308611",
series = "American Control Conference",
publisher = "Publ by IEEE",
pages = "1229--1230",
booktitle = "American Control Conference",
note = "Proceedings of the 1993 American Control Conference Part 3 (of 3) ; Conference date: 02-06-1993 Through 04-06-1993",
}