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Volumn 144, Issue 1, 1997, Pages 39-45

Estimation of autoregressive signals from noisy measurements

Author keywords

Autoregressive signals; Least squares method; Signal modelling

Indexed keywords

AUTOREGRESSIVE SIGNALS;

EID: 0031071363     PISSN: 1350245X     EISSN: None     Source Type: Journal    
DOI: 10.1049/ip-vis:19970906     Document Type: Article
Times cited : (4)

References (14)
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    • (1975) IEEE Trans. Inf, Theory , vol.21 , pp. 476-480
    • Tong, H.1
  • 7
    • 0024056525 scopus 로고
    • Adaptive algorithms for constrained ARMA signals in the presence of noise
    • NEHORAI, A., and STOICA, P.: 'Adaptive algorithms for constrained ARMA signals in the presence of noise', IEEE Trans. Acoust. Speech Signal Process., 1988, 36, pp. 1282-1291
    • (1988) IEEE Trans. Acoust. Speech Signal Process. , vol.36 , pp. 1282-1291
    • Nehorai, A.1    Stoica, P.2
  • 8
    • 0018767216 scopus 로고
    • Recursive parameter estimation of an autoregressive process disturbed by white noise
    • SAKAI, H., and ARASE, M.: 'Recursive parameter estimation of an autoregressive process disturbed by white noise', Int. J. Control, 1979, 30, pp. 949-966
    • (1979) Int. J. Control , vol.30 , pp. 949-966
    • Sakai, H.1    Arase, M.2
  • 9
    • 0030145529 scopus 로고    scopus 로고
    • A delta MYWE algorithm for parameter estimation of noisy AR processes
    • LI, Q., FAN, H., and KARLSSON, E.: 'A delta MYWE algorithm for parameter estimation of noisy AR processes', IEEE Trans. Signal Process., 1996, 44, pp. 1300-1303
    • (1996) IEEE Trans. Signal Process. , vol.44 , pp. 1300-1303
    • Li, Q.1    Fan, H.2    Karlsson, E.3
  • 10
    • 79953806801 scopus 로고
    • Suboptimal estimation of the parameters of discrete systems in the presence of correlated noise
    • JAMES, P.N., SOUTER, P., and DIXON, D.C.: 'Suboptimal estimation of the parameters of discrete systems in the presence of correlated noise', Electron. Lett., 1972, 8, pp. 411-412
    • (1972) Electron. Lett. , vol.8 , pp. 411-412
    • James, P.N.1    Souter, P.2    Dixon, D.C.3
  • 11
    • 84986817187 scopus 로고
    • Identifiability in dynamic errors-in-variables models
    • ANDERSON, B.D.O., and DEISTLER, M.: 'Identifiability in dynamic errors-in-variables models', J. Time Series Anal., 1984, 5, pp. 1-13
    • (1984) J. Time Series Anal. , vol.5 , pp. 1-13
    • Anderson, B.D.O.1    Deistler, M.2
  • 13
    • 0001138273 scopus 로고
    • A method for computing least squares estimators that keep up with the data
    • ALBERT, A., and SITTLER, R.W.: 'A method for computing least squares estimators that keep up with the data', J. SIAM Control, 1966, 3, pp. 384-417
    • (1966) J. SIAM Control , vol.3 , pp. 384-417
    • Albert, A.1    Sittler, R.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.