Caricamento...
Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates
Estimating the parameters of the autoregressive (AR) random process is a problem that has been well-studied. In many applications, only noisy measurements of AR process are available. The effect of the additive noise is that the system can be modeled as an AR model with colored noise, even when the...
Salvato in:
| Pubblicato in: | Entropy (Basel) |
|---|---|
| Autori principali: | , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI
2020
|
| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7517090/ https://ncbi.nlm.nih.gov/pubmed/33286345 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22050572 |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne! !
|