Unbiased identification of autoregressive signals observed in colored noise

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

12 Citations (Scopus)

Abstract

Autoregressive (AR) modeling has played an important role in many signal processing applications. This paper is concerned with the identification of AR model parameters using observations corrupted with colored noise. A novel formulation of an auxiliary least-squares estimator is introduced so that the autocovariance functions of the colored observation noise can be estimated in a straightforward manner. With this, the colored noise-induced estimation bias can be removed to yield the unbiased estimate of the AR parameters. The performance of the proposed unbiased estimation algorithm is illustrated by simulation results. The presented work greatly extends the author's previous method that was developed for identification of AR signals observed in white noise.

Original languageEnglish
Title of host publicationProceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998
Pages2329-2332
Number of pages4
DOIs
Publication statusPublished - 1998
Event1998 23rd IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998 - Seattle, WA, United States
Duration: 12 May 199815 May 1998

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume4
ISSN (Print)1520-6149

Conference

Conference1998 23rd IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998
Country/TerritoryUnited States
CitySeattle, WA
Period12/05/9815/05/98

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