Estimation of the parameters of autoregressive signals from colored noise-corrupted measurements

IEEE Signal Processing Letters

Volumn 7, Issue 7, 2000, Pages 201-204

  Zheng, Wie Xing ^a  

^a UNIVERSITY OF WESTERN SYDNEY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; SPURIOUS SIGNAL NOISE;

AUTOREGRESSIVE (AR) SIGNALS; COLORED-NOISE-INDUCED ESTIMATION;

SIGNAL FILTERING AND PREDICTION;

EID: 0033707679     PISSN: 10709908     EISSN: None     Source Type: Journal    
DOI: 10.1109/97.847368     Document Type: Article

References (7)

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5. H. Tong, "Autoregressive model fitting with noisy data by Akaike's information criterion," IEEE Trans. Inform. Theory, vol. 21, pp. 476-480, 1975.
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7. _, "A least-squares based method for autoregressive signals in the presence of noise," IEEE Trans. Circuits Syst. II, vol. 46, pp. 81-85, 1999.