Iterative Estimation Algorithm of Autoregressive Parameters

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This paper presents an iterative autoregressive system parameter estimation algorithm in the presence of white observation noise. The algorithm is based on the parameter estimation bias correction approach. We use high order Yule

Kazys Kazlauskas, Jaunius Kazlauskas

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Algorithm | INFORMATICALT 2006 | Parameter Estimation | White Observation Noise |

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Added	13 Dec 2010
Updated	13 Dec 2010
Type	Journal
Year	2006
Where	INFORMATICALT
Authors	Kazys Kazlauskas, Jaunius Kazlauskas

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Iterative Estimation Algorithm of Autoregressive Parameters

Algorithm | INFORMATICALT 2006 | Parameter Estimation | White Observation Noise |

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