On Bias Compensation Estimation for Noisy AR Process

Li Juan Jia*, Shunshoku Kanae, Zi Jiang Yang, Kiyoshi Wada

*此作品的通讯作者

科研成果: 期刊稿件会议文章同行评审

8 引用 (Scopus)

摘要

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.

源语言英语
页(从-至)405-410
页数6
期刊Proceedings of the IEEE Conference on Decision and Control
1
出版状态已出版 - 2003
已对外发布
活动42nd IEEE Conference on Decision and Control - Maui, HI, 美国
期限: 9 12月 200312 12月 2003

指纹

探究 'On Bias Compensation Estimation for Noisy AR Process' 的科研主题。它们共同构成独一无二的指纹。

引用此