Parameter estimation of autoregressive signals from observations corrupted with colored noise

Authors:
Alimorad Mahmoudi;Mahmood Karimi
Affiliations:
Department of Electrical and Computer Engineering, Shiraz University, Shiraz, Iran;Department of Electrical and Computer Engineering, Shiraz University, Shiraz, Iran
Venue:
Signal Processing
Year:
2010

Citing 3
Cited 2

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Estimation of the parameters of multichannel autoregressive signals from noisy observations

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A subspace approach to estimation of autoregressive parameters fromnoisy measurements

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Fast communication: Inverse filtering based method for estimation of noisy autoregressive signals

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Parameter estimation of autoregressive signals in presence of colored AR(1) noise as a quadratic eigenvalue problem

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Abstract

This paper presents a new method for estimation of the parameters of a noisy autoregressive (AR) signal using observations corrupted with colored noise. This method is an improved least-squares (ILS) based method that combines low-order and high-order Yule-Walker equations. The performance of the proposed method is illustrated using computer simulations.