Displaying similar documents to “Study of a least-squares-based algorithm for autoregressive signals subject to white noise.”

Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.

S. Nakamori, A. Hermoso, J. Jiménez, J. Linares (2005)

Extracta Mathematicae

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In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both...

An efficient algorithm for estimating the parameters of superimposed exponential signals in multiplicative and additive noise

Jiawen Bian, Huiming Peng, Jing Xing, Zhihui Liu, Hongwei Li (2013)

International Journal of Applied Mathematics and Computer Science

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This paper considers parameter estimation of superimposed exponential signals in multiplicative and additive noise which are all independent and identically distributed. A modified Newton-Raphson algorithm is used to estimate the frequencies of the considered model, which is further used to estimate other linear parameters. It is proved that the modified Newton-Raphson algorithm is robust and the corresponding estimators of frequencies attain the same convergence rate with Least Squares...

A new zoom algorithm and its use in frequency estimation

Manuel D. Ortigueira, António S. Serralheiro, J. A. Tenreiro Machado (2015)

Waves, Wavelets and Fractals

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This paper presents a novel zoom transform algorithm for a more reliable frequency estimation. In fact, in many signal processing problems exact determination of the frequency of a signal is of paramount importance. Some techniques derived from the Fast Fourier Transform (FFT), just pad the signal with enough zeros in order to better sample its Discrete-Time Fourier Transform. The proposed algorithm is based on the FFT and avoids the problems observed in the standard heuristic approaches....