LMS algorithm for unbiased parameter estimation of noisy autoregressive signals

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

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Original languageEnglish
Pages (from-to)536-537
Journal / PublicationElectronics Letters
Volume37
Issue number8
Publication statusPublished - 12 Apr 2001

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 is estimation performance.