Adaptive algorithm for noisy autoregressive signals
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 do...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2001-01-01
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| Series: | Mathematical Problems in Engineering |
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| Online Access: | http://dx.doi.org/10.1155/S1024123X00001472 |