Adaptive algorithm for noisy autoregressive signals. Issue 6 (2001)

• Record Type: Journal Article
• Authors: Zheng, Wei Xing
• Is Part Of: Mathematical problems in engineering. Volume 6:Issue 6(2001)
• Page Start: 543
• Page End: 556
• Publication Date: 2001
• Subjects: Adaptive algorithms; Autoregressive signals; Parameter estimation; Noisy signals; Adaptive filtering; Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/S1024123X00001472
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : This paper presents a new type of improved least-squares (ILS) algorithm for adaptive parameter estimation of autoregressive (AR) signals from noisy observations. Unlike the previous ILS based methods, the developed algorithm can give consistent parameter estimates in a very direct manner that it does not involve dealing with an augmented noisy AR model. The new algorithm is demonstrated to outperform the previous ILS based methods in terms of its improved numerical efficiency.