ON THE COMPUTATION OF AN ASYMPTOTIC BOUND FOR ESTIMATING AUTOREGRESSIVE SIGNALS IN WHITE NOISE

被引:5
作者
FRIEDLANDER, B
PORAT, B
机构
[1] Systems Control Technology Inc, Palo, Alto, CA, USA, Systems Control Technology Inc, Palo Alto, CA, USA
关键词
The problem of estimating the parameters of signals from their noisy measurements arises in many engineering applications. A common model for a wide-sense stationary random signal is the autoregressive (AR) model. The signal is assumed to be corrupted by white measurement noise. In * This work was supported by the Army Research Office under Contract No. DAAG29-83-C-0027;
D O I
10.1016/0165-1684(85)90107-0
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
17
引用
收藏
页码:291 / 302
页数:12
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