Title :
LMS algorithm for unbiased parameter estimation of noisy autoregressive signals
Author_Institution :
Dept. of Electron. Eng., City Univ. of Hong Kong, Kowloon, China
fDate :
4/12/2001 12:00:00 AM
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;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:20010325
