@inproceedings{3e8893e0ce56475c86ae449c0f2883a2,
title = "On unbiased identification of autoregressive signals with noisy measurements",
abstract = "The problem of identification of autoregressive (AR) signals with noisy measurements is considered. A new algorithm is proposed to estimate the AR parameters. To cope with the effect of the measurement noise that causes a bias in the least-squares estimate of the AR parameters, an efficient procedure is developed for estimating the measurement noise variance. The proposed identification algorithm is implemented via the Newton iterative scheme and is able to produce better parameter estimates. A numerical example is presented to show the efficiency of the new identification algorithm for noisy AR signals.",
keywords = "Newton-Raphson method, algorithms, signal processing",
author = "Youshen Xia and Zheng, {Wei Xing}",
year = "2015",
doi = "10.1109/ISCAS.2015.7169107",
language = "English",
isbn = "9781479983926",
publisher = "IEEE",
pages = "2157--2160",
booktitle = "Proceedings 2015 IEEE International Symposium on Circuits and Systems, ISCAS 2015, Lisbon, Portugal, 24-27 May 2015",
note = "IEEE International Symposium on Circuits and Systems ; Conference date: 24-05-2015",
}