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Estimation of a Type of Form-Invariant Combined Signals under Autoregressive Operators
College of Aerospace and Materials Engineering, National University of Defense Technology, Changsha, China
College of Science, National University of Defense Technology, Changsha, China
College of Science, National University of Defense Technology, Changsha, China
- 1 College of Aerospace and Materials Engineering, National University of Defense Technology, Changsha, China
- 2 College of Science, National University of Defense Technology, Changsha, China
- 3 College of Science, National University of Defense Technology, Changsha, China
Open Journal of Statistics·Volume 03 (2013)·Pages 385–389·Published 27 December 2013·DOI10.4236/ojs.2013.36045
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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.
KeywordsForm-Invariant SignalsAutoregressive OperatorAutoregressive NoiseParameter Estimation
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