Accurate estimation of AR model by tapered SVD without rank determination

Hiroshi Kanai, Noriyoshi Chubachi. Accurate estimation of AR model by tapered SVD without rank determination. In Proceedings of ICASSP '94: IEEE International Conference on Acoustics, Speech and Signal Processing, Adelaide, South Australia, Australia, April 19-22, 1994. pages 473-476, IEEE Computer Society, 1994. [doi]

Abstract

Abstract is missing.