Abstract
Estimation of autoregressive (AR) signals measured in white noise is considered. A well-known fact is that the measurement noise causes the least-squares (LS) estimate of the AR parameters to be biased. The kernel of an alternative method to be proposed is that, unlike the previous LS-based methods, a noniterative estimation scheme is established for the measurement white noise variance - the source of the bias. Numerical results demonstrate that the proposed method is much more cost effective in terms of computations and accuracy than the previous LS-based methods. The establishment of this noniterative unbiased estimation method also provides a mechanism for better understanding of the family of the LS-based methods
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: IEEE Transactions on Circuits and Systems II: Express Briefs
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.