Referenced Items are not available for this document.
This correspondence describes a method for estimating the parameters of an autoregressive (AR) process from a finite number of noisy measurements. The method uses a modified set of Yule-Walker (YW) equations that lead to a quadratic eigenvalue problem that, when solved, gives estimates of the AR parameters and the measurement noise variance
Published in:
Signal Processing, IEEE Transactions on
(Volume:46
,
Issue:
2
)
Date of Publication: Feb 1998
- Page(s):
- 531 - 534
- ISSN :
- 1053-587X
- INSPEC Accession Number:
- 5840908
- Digital Object Identifier :
- 10.1109/78.655442
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Feb 1998
- Sponsored by :
- IEEE Signal Processing Society
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