@inproceedings{88a70d95890d4512a3fc4bc5694a9dbc,
title = "On Bias Compensation Estimation for Noisy AR Process",
abstract = "This paper focuses on bias compensation estimation of autoregressive (AR) process in the presence of white noise. It is known that bias compensation principle (BCP) based method requires the estimate of unknown noise variance to compensate the bias of least-squares (LS) estimate to provide consistent AR parameter estimate. In this paper, estimation of noise variance in BCP based methods for noisy AR process estimation is discussed from a unified point of view. It is found that some BCP based methods can be explained in a unified form. Computer simulations are also presented to compare these BCP based methods.",
author = "Jia, \{Li Juan\} and Shunshoku Kanae and Yang, \{Zi Jiang\} and Kiyoshi Wada",
year = "2003",
doi = "10.1109/CDC.2003.1272596",
language = "English",
isbn = "0780379241",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "405--410",
booktitle = "42nd IEEE International Conference on Decision and Control, CDC 2003 - Proceedings",
address = "United States",
note = "42nd IEEE International Conference on Decision and Control, CDC 2003 ; Conference date: 09-12-2003 Through 12-12-2003",
}