Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters

Signal Processing

Volumn 86, Issue 10, 2006, Pages 2863-2876

  Labarre, D ^a   Grivel, E ^a   Berthoumieu, Y ^a   Todini, E ^b   Najim, M ^a  

^a Ecole Nationale Superieure d'Electronique Informatique et Radiocommunications de Bordeaux   (France)

^b UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

AR parameters; Consistent estimation; Instrumental variables; Kalman filters

Indexed keywords

ALGORITHMS; KALMAN FILTERING; PROBLEM SOLVING; RECURSIVE FUNCTIONS; REGRESSION ANALYSIS; SIGNAL PROCESSING;

AUTOREGRESSIVE PROCESS (AR) PARAMETERS; CONSISTENT ESTIMATION; INSTRUMENTAL VARIABLES; NON-LINEAR APPROACH;

PARAMETER ESTIMATION;

EID: 33745698076     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2005.12.001     Document Type: Article

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