DocumentCode
1479543
Title
LMS algorithm for unbiased parameter estimation of noisy autoregressive signals
Author
So, H.C.
Author_Institution
Dept. of Electron. Eng., City Univ. of Hong Kong, Kowloon, China
Volume
37
Issue
8
fYear
2001
fDate
4/12/2001 12:00:00 AM
Firstpage
536
Lastpage
537
Abstract
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 well as to evaluate its estimation performance
Keywords
autoregressive processes; convergence of numerical methods; least mean squares methods; parameter estimation; white noise; AR modelling; LMS algorithm; convergence analysis; estimation performance evaluation; noisy autoregressive signals; unbiased parameter estimation; white noise;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:20010325
Filename
920008
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