Recursive Identification of Noisy Autoregressive Models Via a Noise–Compensated Overdetermined Instrumental Variable Method
The aim of this paper is to develop a new recursive identification algorithm for autoregressive (AR) models corrupted by additive white noise. The proposed approach relies on a set of both low-order and high-order Yule–Walker equations and on a modified version of the overdetermined recursive instru...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2024-03-01
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| Series: | International Journal of Applied Mathematics and Computer Science |
| Subjects: | |
| Online Access: | https://doi.org/10.61822/amcs-2024-0005 |