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Estimation of autoregressive signals from noisy measurements

โœ Scribed by Zheng, W.X.


Book ID
114457478
Publisher
The Institution of Electrical Engineers
Year
1997
Tongue
English
Weight
752 KB
Volume
144
Category
Article
ISSN
1350-245X

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OPTIMAL AUTOREGRESSIVE MODELLING OF A ME
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A new simple method using singular-value decomposition (SVD) to find the optimal order for an autoregressive (AR) model of a deterministic time series is proposed. The method is particularly effective when the signal is contaminated with additive noise, and it is shown that the choice of sampling ra