A new estimation approach for AR models in presence of noise

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 16, Issue , 2005, Pages 160-165

  Diversi, Roberto ^a   Soverini, Umberto ^a   Guidorzi, Roberto ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Autoregressive models; Parameter estimation; System identification

Indexed keywords

ADDITIVE NOISE; ADDITIVES; IDENTIFICATION (CONTROL SYSTEMS); LEAST SQUARES APPROXIMATIONS; MONTE CARLO METHODS; WHITE NOISE;

ADDITIVE WHITE NOISE; AUTO REGRESSIVE MODELS; AUTOCORRELATION MATRIX; AUTOREGRESSIVE PROCESS; COMPENSATED LEAST SQUARES; ESTIMATION APPROACHES; IDENTIFICATION METHOD; POSITIVE DEFINITENESS;

PARAMETER ESTIMATION;

EID: 79960732301     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/s1474-6670(16)36039-6     Document Type: Conference Paper

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