Parameter estimation of autoregressive signals in presence of colored AR(1) noise as a quadratic eigenvalue problem.
Alimorad MahmoudiMahmood KarimiHamidreza AmindavarPublished in: Signal Process. (2012)
Keyphrases
- parameter estimation
- autoregressive
- random fields
- vibration signal
- spectrum analysis
- least squares
- autoregressive model
- moving average
- markov random field
- maximum likelihood
- gaussian markov random field
- model selection
- parameter estimation algorithm
- em algorithm
- non stationary
- expectation maximization
- signal to noise ratio
- computer vision
- synthetic aperture radar
- estimation problems
- noise reduction
- textured images
- sar images
- image data
- pairwise
- image segmentation