Study of a least-squares-based algorithm for autoregressive signals subject to white noise
A simple algorithm is developed for unbiased parameter identification of autoregressive (AR) signals subject to white measurement noise. It is shown that the corrupting noise variance, which determines the bias in the standard least-squares (LS) parameter estimator, can be estimated by simply using...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2003-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/S1024123X03210012 |