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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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 |