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Volumn 1, Issue , 2003, Pages 405-410

On Bias Compensation Estimation for Noisy AR Process

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; CORRELATION METHODS; DIGITAL COMMUNICATION SYSTEMS; MAXIMUM LIKELIHOOD ESTIMATION; WHITE NOISE;

EID: 1542299258     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (8)

References (9)
  • 1
    • 0003807773 scopus 로고
    • Englewwod Cliffs, NJ07632: Prentice-Hall, 2nd Edition
    • S.Haykin: Adaptive Filter Theory, Englewwod Cliffs, NJ07632: Prentice-Hall, (2nd Edition), 1991
    • (1991) Adaptive Filter Theory
    • Haykin, S.1
  • 2
    • 0017473858 scopus 로고
    • On-line modified least-squares parameter estimation on linear discrete dynamic systems
    • S. Sagara and K. Wada: On-line modified least-squares parameter estimation on linear discrete dynamic systems, Int. J. Control, Vol.25, No.3 pp.329-343, 1977
    • (1977) Int. J. Control , vol.25 , Issue.3 , pp. 329-343
    • Sagara, S.1    Wada, K.2
  • 3
    • 0018767216 scopus 로고
    • Recursive parameter estimation of an autoregressive process disturbed by white noise
    • H.Sakai and M.Arase: Recursive parameter estimation of an autoregressive process disturbed by white noise, Int. J. Control, Vol. 30, No.6, pp.946-966, 1979
    • (1979) Int. J. Control , vol.30 , Issue.6 , pp. 946-966
    • Sakai, H.1    Arase, M.2
  • 4
    • 0346803122 scopus 로고
    • Estimation of models of autoregressive signals plus white noise
    • M.Pagano: Estimation of models of autoregressive signals plus white noise, Annals Stat., Vol.2, No.1, pp.710-721, 1981
    • (1981) Annals Stat. , vol.2 , Issue.1 , pp. 710-721
    • Pagano, M.1
  • 5
    • 0016535050 scopus 로고
    • Autoregressive model fitting with noisy data by Akaike's information criterion
    • H.Tong Autoregressive model fitting with noisy data by Akaike's information criterion, IEEE Trans. Inform. Theory, Vol.IT-21, pp.476-480, 1975
    • (1975) IEEE Trans. Inform. Theory , vol.IT-21 , pp. 476-480
    • Tong, H.1
  • 6
    • 0024056525 scopus 로고
    • Adaptive algorithms for constrained ARMA signals in the presence of noise
    • A.Nehorai and P.Stoica: Adaptive algorithms for constrained ARMA signals in the presence of noise, IEEE Trans. Acoust., Speech, Signal Processing, Vol.36, pp.1282-1291, 1988
    • (1988) IEEE Trans. Acoust., Speech, Signal Processing , vol.36 , pp. 1282-1291
    • Nehorai, A.1    Stoica, P.2
  • 7
    • 0000053141 scopus 로고
    • Parameter estimation of AR process via bias compensated least squares method
    • K.Wada, M.Eguchi, T.Matsumoto: Parameter estimation of AR process via bias compensated least squares method (in Japanese), ISCIE, Vol.2, No.6, pp. 175-182, 1989
    • (1989) ISCIE , vol.2 , Issue.6 , pp. 175-182
    • Wada, K.1    Eguchi, M.2    Matsumoto, T.3
  • 8
    • 0032665908 scopus 로고    scopus 로고
    • A least squares based method for autoregressive signals in the presence of noise
    • W. X. Zheng: A least squares based method for autoregressive signals in the presence of noise, IEEE Trans. Circuits and systems-II, Vol.46, pp.81-85, 1999
    • (1999) IEEE Trans. Circuits and Systems-II , vol.46 , pp. 81-85
    • Zheng, W.X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.