Study of a least-squares-based algorithm for autoregressive signals subject to white noise

<p>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 simp...

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Bibliographic Details
Main Author: Zheng Wei Xing
Format: Article
Language:English
Published: Hindawi Limited 2003-01-01
Series:Mathematical Problems in Engineering
Online Access:http://www.hindawi.net/access/get.aspx?journal=mpe&volume=2003&pii=S1024123X03210012