ITERATIVE AUTOREGRESSIVE PARAMETER-ESTIMATION IN PRESENCE OF ADDITIVE WHITE-NOISE

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An improved autoregressive spectral estimator in the presence of additive white noise is presented. The proposed algorithm is based on cancelling the spectral zeros through iterations. Simulation results indicate that a significant decrease in the bias and variance of the autoregressive spectral estimator may be achieved at the expense of some additional computation.
Publisher
IEE-INST ELEC ENG
Issue Date
1991-09
Language
English
Article Type
Article
Citation

ELECTRONICS LETTERS, v.27, no.20, pp.1801 - 1802

ISSN
0013-5194
URI
http://hdl.handle.net/10203/58730
Appears in Collection
EE-Journal Papers(저널논문)
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