Robust time series analysis: a survey
Norbert Stockinger, Rudolf Dutter (1987)
Kybernetika
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Displaying similar documents to “An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise”
Robust time series analysis: a survey
Study of a least-squares-based algorithm for autoregressive signals subject to white noise.
Zheng, Wei Xing (2003)
Mathematical Problems in Engineering
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On variance-covariance components estimation in linear models with AR(1) disturbances.
Witkovský, V. (1996)
Acta Mathematica Universitatis Comenianae. New Series
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Adaptive algorithm for noisy autoregressive signals.
Zheng, Wei Xing (2001)
Mathematical Problems in Engineering
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By nonparametric methods
Théo Gasser (1989)
Statistique et analyse des données
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On-line nonparametric estimation.
Rafail Khasminskii (2004)
SORT
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A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described.
Multisensor estimation: New distributed algorithms.
Plataniotis, K.N., Lainiotis, D.G. (1996)
Mathematical Problems in Engineering
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Minimax and bayes estimation in deconvolution problem
Mikhail Ermakov (2008)
ESAIM: Probability and Statistics
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We consider a deconvolution problem of estimating a signal blurred with a random noise. The noise is assumed to be a stationary Gaussian process multiplied by a weight function function where and is a small parameter. The underlying solution is assumed to be infinitely differentiable. For this model we find asymptotically minimax and Bayes estimators. In the case of solutions having finite number of derivatives similar results were obtained in [G.K. Golubev and R.Z. Khasminskii,...