Adaptive algorithm for noisy autoregressive signals

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...

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Bibliographic Details
Main Author: Zheng Wei Xing
Format: Article
Language:English
Published: Hindawi Limited 2000-01-01
Series:Mathematical Problems in Engineering
Subjects:
Adaptive algorithms; Autoregressive signals; Parameter estimation; Noisy signals; Adaptive filtering
Online Access:http://www.hindawi.net/access/get.aspx?journal=mpe&volume=6&pii=S1024123X00001472
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spelling doaj-95edba15a56d44fe97abbc9a187cba802020-11-24T23:50:21ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472000-01-0166543556Adaptive algorithm for noisy autoregressive signalsZheng Wei Xing<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 that it does not involve dealing with an augmented noisy AR model. The new algorithm is demonstrated to outperform the previous ILS based methods in terms of its improved numerical efficiency.</p> http://www.hindawi.net/access/get.aspx?journal=mpe&volume=6&pii=S1024123X00001472Adaptive algorithms; Autoregressive signals; Parameter estimation; Noisy signals; Adaptive filtering
collection DOAJ
language English
format Article
sources DOAJ
author Zheng Wei Xing
spellingShingle Zheng Wei Xing
Adaptive algorithm for noisy autoregressive signals
Mathematical Problems in Engineering
Adaptive algorithms; Autoregressive signals; Parameter estimation; Noisy signals; Adaptive filtering
author_facet Zheng Wei Xing
author_sort Zheng Wei Xing
title Adaptive algorithm for noisy autoregressive signals
title_short Adaptive algorithm for noisy autoregressive signals
title_full Adaptive algorithm for noisy autoregressive signals
title_fullStr Adaptive algorithm for noisy autoregressive signals
title_full_unstemmed Adaptive algorithm for noisy autoregressive signals
title_sort adaptive algorithm for noisy autoregressive signals
publisher Hindawi Limited
series Mathematical Problems in Engineering
issn 1024-123X
1563-5147
publishDate 2000-01-01
description <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 that it does not involve dealing with an augmented noisy AR model. The new algorithm is demonstrated to outperform the previous ILS based methods in terms of its improved numerical efficiency.</p>
topic Adaptive algorithms; Autoregressive signals; Parameter estimation; Noisy signals; Adaptive filtering
url http://www.hindawi.net/access/get.aspx?journal=mpe&volume=6&pii=S1024123X00001472
work_keys_str_mv AT zhengweixing adaptivealgorithmfornoisyautoregressivesignals
_version_ 1725478961867128832

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