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How to handle colored observation noise in large least-squares problems

Klees, R. (author), Ditmar, P. (author), Broersen, P. (author)

An approach to handling colored observation noise in large least-squares (LS) problems is presented. The handling of colored noise is reduced to the problem of solving a Toeplitz system of linear equations. The colored noise is represented as an auto regressive moving-average (ARMA) process. Stability and invertability of the ARMA model allows...

journal article 2003

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Generating data with prescribed power spectral density

Broersen, P.M.T. (author), de Waele, S. (author)

journal article 2003

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Automatic spectral analysis with time series models

Broersen, P.M.T. (author)

journal article 2002

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Autoregressive spectral estimation by application of the Burg algorithm to irregularly sampled data

Bos, R. (author), de Waele, S. (author), Broersen, P.M.T. (author)

journal article 2002

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Finite sample effects in vector autoregressive modeling

de Waele, S. (author), Broersen, P.M.T. (author)

journal article 2002

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The performance of spectral quality measures

Broersen, P.M.T (author)

journal article 2001

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The Burg algorithm for segments

de Waele, S. (author), Broersen, P.M.T. (author)

journal article 2000

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How to select polynomial models with an accurate derivative

Broersen, P.M.T. (author)

journal article 2000

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Autoregressive model orders for Durbin's MA and ARMA estimators

Broersen, P.M.T. (author)

journal article 2000

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Detection of methacholine with time series models of lung sounds

Broersen, P.M.T. (author), de Waele, S. (author)

journal article 2000

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Facts and fiction in spectral analysis

Broersen, P.M.T. (author)

journal article 2000

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Finite sample criteria for autoregressive order selection

Broersen, P.M.T. (author)

journal article 2000

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Error measures for resampled irregular data

de Waele, S. (author), Broersen, P.M.T. (author)

journal article 2000

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Reliable LDA-spectra by resampling and ARMA-modeling

de Waele, S. (author), Broersen, P.M. (author)

journal article 1999

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Estimation of the accuracy of mean and variance of correlated data

Broersen, P.M.T. (author)

journal article 1998

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Autoregressive model order selection by a finite sample estimator for the Kullback-Leibler discrepancy

Broersen, P.M.T. (author), Wensink, H.E. (author)

journal article 1998

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The quality of models for ARMA processes

Broersen, P.M.T. (author)

journal article 1998

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LPC interpolation by approximation of the sample autocorrelation function

Erkelens, J.S. (author), Broersen, P.M.T. (author)

journal article 1998

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Bias propagation in the autocorrelation method of linear prediction

Erkelens, J.S. (author), Broersen, P.M.T. (author)

journal article 1997

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On the penalty factor for autoregressive order selection in finite samples

Broersen, P.M.T. (author), Wensink, H.E. (author)

journal article 1996