A New Method of Noise Variance Estimation from Low-Order Yule-Walker Equations

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Volumn E87-A, Issue 1, 2004, Pages 270-274

  Gamba, Jonah ^a   Shimamura, Tetsuya ^a  

^a SAITAMA UNIVERSITY   (Japan)

Author keywords

Autoregressive process; Noise variance; Subspace method; Yule Walker equations

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; EIGENVALUES AND EIGENFUNCTIONS; PARAMETER ESTIMATION; SIGNAL PROCESSING; SIGNAL TO NOISE RATIO; WHITE NOISE;

AUTOREGRESSIVE PROCESS; NOISE VARIANCE; SUBSPACE METHODS; YULE-WALKER EQUATIONS;

GAUSSIAN NOISE (ELECTRONIC);

EID: 0842288706     PISSN: 09168508     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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