LMS algorithm for unbiased parameter estimation of noisy autoregressive signals

被引：2

作者：

So, HC ^{[1
]}

机构：

[1] City Univ Hong Kong, Dept Elect Engn, Kowloon, Hong Kong, Peoples R China

来源：

ELECTRONICS LETTERS | 2001年 / 37卷 / 08期

关键词：

D O I：

10.1049/el:20010325

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：

A computationally simple algorithm is devised for unbiased autoregressive (AR) modelling in the presence of white noise, assuming that the power ratio of the AR driving source and the measurement noise is known. Convergence analysis of the proposed method is included and simulation results are presented to validate the theoretical derivations as M ell as to evaluate its estimation performance.

引用

页码：536 / 537

页数：2

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