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A delta MYWE algorithm for parameter estimation of noisy AR processes
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- Li, Q (author)
- Uppsala universitet
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- Fan, H (author)
- Uppsala universitet
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- Karlsson, E (author)
- Uppsala universitet
- (creator_code:org_t)
- IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 1996
- English 1300-1303 s.
- In: IEEE TRANSACTIONS ON SIGNAL PROCESSING. - : IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC. ; 44:5
- Other publication (other academic/artistic)
Abstract
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- In this correspondence, we develop a delta-operator-based modified Yule-Walker equation algorithm (MYWE) for parameter estimation of a noisy autoregressive (AR) process. The methodology in developing this new algorithm is similar to the previous works on
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