| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 563845 | Signal Processing | 2010 | 8 Pages |
Abstract
This paper presents a new method for estimation of the parameters of a noisy autoregressive (AR) signal using observations corrupted with colored noise. This method is an improved least-squares (ILS) based method that combines low-order and high-order Yule–Walker equations. The performance of the proposed method is illustrated using computer simulations.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Signal Processing
Authors
Alimorad Mahmoudi, Mahmood Karimi,