Iterative Estimation Algorithm of Autoregressive Parameters

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

• Type: Journal
• Year: 2006
• Where: INFORMATICALT
• Authors: Kazys Kazlauskas, Jaunius Kazlauskas
• Keywords: Algorithm, INFORMATICALT 2006, Parameter Estimation, White Observation Noise