This paper deals with the estimation of the noise covariance matrices of systems described
by state‐space models. Stress is laid on the systematic survey and classification of both the …

The estimation of the parameters of an autoregressive process (AR) from noisy observations
is still a challenging problem. In this paper, we propose to sequentially estimate both the …

In the framework of speech enhancement, several parametric approaches based on an a
priori model for a speech signal have been proposed. When using an autoregressive (AR) …

This paper deals with the joint signal and parameter estimation for linear state-space
models. An efficient solution to this problem can be obtained by using a recursive …

The paper deals with the problem of speech enhancement when only a corrupted speech
signal is available for processing. Kalman filtering is known as an effective speech …

The aim of this paper is to develop a new recursive identification algorithm for
autoregressive (AR) models corrupted by additive white noise. The proposed approach …

Acoustical properties of snoring signal have been widely studied as a potentially cost-
effective and reliable alternative to diagnosing obstructive sleep apnea hypopnea …

Autoregressive (AR) models are used in a wide variety of applications concerning the
recovery of signals from noise-corrupted observations. In all real contexts of this kind also an …

In the framework of speech enhancement, many approaches have been developed when
the speech signal is only corrupted by additive noise. However, in an auditorium, when …

This paper deals with the identification of an autoregressive (AR) process disturbed by an
additive moving-average (MA) noise. Our approach operates as follows: Firstly, the AR …