Parameter estimation of autoregressive signals in presence of colored AR(1) noise as a quadratic eigenvalue problem

The Quadratic Eigenvalue Problem

Françoise Tisseur, Karl Meerbergen · SIAM Review · 2001 · 1.4K citations

Natural Sciences, Computer Science, Computational Physics +11

Noise compensation for autoregressive spectral estimates

Steven Kay · IEEE Transactions on Acoustics Speech and Signal Processing · 1980 · 151 citations

Engineering, Electrical Engineering, Computational Acoustics +16

A subspace approach to estimation of autoregressive parameters from noisy measurements

C.E. Davila · IEEE Transactions on Signal Processing · 1998 · 96 citations

Engineering, Systems Engineering, Statistical Modeling +16

Time-Varying Autoregressive (TVAR) Models for Multiple Radar Observations

Yuri I. Abramovich, N.K. Spencer, M.D. Turley · IEEE Transactions on Signal Processing · 2007 · 80 citations

Computing, Earth Sciences, Sensor Fusion +11

Fast identification of autoregressive signals from noisy observations

Wei Xing Zheng · IEEE Transactions on Circuits & Systems II Express Briefs · 2005 · 56 citations

Engineering, Data Science, Statistical Learning +15