IEEE - Institute of Electrical and Electronics Engineers, Inc. - A noise-compensated estimation scheme for AR processes

Proceedings of the 44th IEEE Conference on Decision and Control

Author(s): R. Diversi ; R. Guidorzi ; U. Soverini
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2005
Conference Location: Seville, Spain, Spain
Conference Date: 15 December 2005
Page(s): 4,146 - 4,151
ISBN (Paper): 0-7803-9567-0
DOI: 10.1109/CDC.2005.1582811
Regular:

This paper deals with the problem of identifying autoregressive models in presence of additive measurement noise. A new approach, based on some theoretical results concerning the so-called dynamic... View More

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