Parameter estimation of autoregressive signals in presence of colored AR(1) noise as a quadratic eigenvalue problem

Signal Processing

Volumn 92, Issue 4, 2012, Pages 1151-1156

  Mahmoudi, Alimorad ^a   Karimi, Mahmood ^b   Amindavar, Hamidreza ^c  

^a SHAHID CHAMRAN UNIVERSITY OF AHVAZ   (Iran)

^b SHIRAZ UNIVERSITY   (Iran)

^c AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Colored noise; Eigenvalue problem; Noisy autoregressive model; Yule Walker equations

Indexed keywords

AUTO REGRESSIVE MODELS; AUTOREGRESSIVE SIGNALS; COLORED NOISE; EIGENVALUE PROBLEM; QUADRATIC EIGENVALUE PROBLEMS; SINUSOIDAL FREQUENCY ESTIMATIONS; YULE-WALKER EQUATIONS;

ALGORITHMS; COMPUTER SIMULATION; ESTIMATION; FREQUENCY ESTIMATION; MULTIUSER DETECTION; PROBLEM SOLVING; WHITE NOISE;

EIGENVALUES AND EIGENFUNCTIONS;

EID: 83955161070     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2011.11.015     Document Type: Article

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