Referenced Items are not available for this document.
The paper presents an asymptotically unbiased estimator of autoregressive parameters from noisy observations. The key ingredient in the author's method is that a new and simple scheme for estimation of the variance of the white measurement noise is developed. This estimated variance is then used in conjunction with the known technique for elimination of the least-squares estimation bias when the noise statistics are known a priori. The properties of the method are illustrated by means of some simulated examples
Published in:
Vision, Image and Signal Processing, IEE Proceedings -
(Volume:144
,
Issue:
1
)
Date of Publication: Feb 1997
- Page(s):
- 39 - 45
- ISSN :
- 1350-245X
- INSPEC Accession Number:
- 5560527
- Digital Object Identifier :
- 10.1049/ip-vis:19970906
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Feb 1997
- Sponsored by :
- IET
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