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Estimation of a Type of Form-Invariant Combined Signals under Autoregressive Operators

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DOI: 10.4236/ojs.2013.36045    2,660 Downloads   3,592 Views  

ABSTRACT

We focus on a type of combined signals whose forms remain invariant under the autoregressive operators. To extract the true signal from the autoregressive noise, we develop a strategy to separate parameters and use a two-step least squares approach to estimate the autoregressive parameters directly and then further give the estimate of the signal parameters. This method overcomes the difficulty that the autoregressive noise remains unknown in other methods. It can effectively separate the noise and extract the true signal. The algorithm is linear. The solution of the problem is computationally cheap and practical with high accuracy.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Y. Zhang, J. Yao and D. Yi, "Estimation of a Type of Form-Invariant Combined Signals under Autoregressive Operators," Open Journal of Statistics, Vol. 3 No. 6, 2013, pp. 385-389. doi: 10.4236/ojs.2013.36045.

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