TITLE:
Estimation of a Type of Form-Invariant Combined Signals under Autoregressive Operators
AUTHORS:
Yinsheng Zhang, Jing Yao, Dongyun Yi
KEYWORDS:
Form-Invariant Signals; Autoregressive Operator; Autoregressive Noise; Parameter Estimation
JOURNAL NAME:
Open Journal of Statistics,
Vol.3 No.6,
December
31,
2013
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.