Improved Parameter Estimation for First-Order Markov Process
Keyword(s):
This correspondence presents a linear transformation, which is used to estimate correlation coefficient of first-order Markov process. It outperforms zero-forcing (ZF), minimum mean-squared error (MMSE), and whitened least-squares (WTLSs) estimators by controlling output noise variance at the cost of increased computational complexity.
Keyword(s):
1970 ◽
Vol 6
(2)
◽
pp. 128-135
2001 ◽
Vol 49
(6)
◽
pp. 1113-1118
◽