Adaptive algorithm for noisy autoregressive signals
<p>This paper presents a new type of improved least-squares (ILS) algorithm for adaptive parameter estimation of autoregressive (AR) signals from noisy observations. Unlike the previous ILS based methods, the developed algorithm can give consistent parameter estimates in a very direct manner t...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2000-01-01
|
| Series: | Mathematical Problems in Engineering |
| Subjects: | |
| Online Access: | http://www.hindawi.net/access/get.aspx?journal=mpe&volume=6&pii=S1024123X00001472 |