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

DOI: 10.4236/ojs.2013.36045   PDF   HTML     2,766 Downloads   3,710 Views  


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.

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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.

Conflicts of Interest

The authors declare no conflicts of interest.


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