LMS algorithm for unbiased parameter estimation of noisy autoregressive signals

Authors
So, HC
Citation
Hc. So, LMS algorithm for unbiased parameter estimation of noisy autoregressive signals, ELECTR LETT, 37(8), 2001, pp. 536-537
Citations number
4
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
ELECTRONICS LETTERS
ISSN journal
00135194 → ACNP
Volume
37
Issue
8
Year of publication
2001
Pages
536 - 537
Database
ISI
SICI code
0013-5194(20010412)37:8<536:LAFUPE>2.0.ZU;2-D
Abstract
A computationally simple algorithm is devised for unbiased autoregressive ( AR) modelling in the presence of white noise, assuming that the power ratio of the AR driving source and the measurement noise is known. Convergence a nalysis of the proposed method is included and simulation results are prese nted to validate the theoretical derivations as M ell as to evaluate its es timation performance.