A Robust Spectral Estimator With Application to a Noise-Corrupted Process
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DOI: 10.1109/tsp.2018.2890363
Abstract: When a dataset is corrupted by noise, the model for data generating process is misspecified and can cause parameter-estimation problems. For example, in the case of a Gaussian autoregressive (AR) process corrupted by noise, data… read more here.
Keywords: noise corrupted; process; estimator; mle ... See more keywords