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Volumn 2005, Issue , 2005, Pages 4146-4151

A noise-compensated estimation scheme for AR processes

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MATRIX ALGEBRA; PARAMETER ESTIMATION; PROBLEM SOLVING; REGRESSION ANALYSIS;

EID: 33847188491     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2005.1582811     Document Type: Conference Paper
Times cited : (8)

References (19)
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    • Sen Lee, T.1
  • 9
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    • A noise-compensated long correlation matching method for AR spectral estimation of noisy signals
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    • (1988) Signal Processing , vol.15 , pp. 437-440
    • Paliwal, K.K.1
  • 10
    • 0031999199 scopus 로고    scopus 로고
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    • Davila, C.E.1
  • 11
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    • 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, International Journal of Control, vol. 30, 1979, pp. 949-966.
    • (1979) International Journal of Control , vol.30 , pp. 949-966
    • Sakai, H.1    Arase, M.2
  • 12
    • 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 Transactions on Circuits and Systems-II, vol. 46, 1999, pp. 81-85.
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  • 14
    • 12544258985 scopus 로고    scopus 로고
    • Fast identification of autoregressive signals from noisy observations
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    • On the noise-compensated Yule-Walker equations
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.