Journal of Stochastics The latest articles from Hindawi Publishing Corporation © 2014 , Hindawi Publishing Corporation . All rights reserved. Adaptive Algorithm for Multichannel Autoregressive Estimation in Spatially Correlated Noise Thu, 19 Jun 2014 06:05:35 +0000 This paper addresses the problem of multichannel autoregressive (MAR) parameter estimation in the presence of spatially correlated noise by steepest descent (SD) method which combines low-order and high-order Yule-Walker (YW) equations. In addition, to yield an unbiased estimate of the MAR model parameters, we apply inverse filtering for noise covariance matrix estimation. In a simulation study, the performance of the proposed unbiased estimation algorithm is evaluated and compared with existing parameter estimation methods. Alimorad Mahmoudi Copyright © 2014 Alimorad Mahmoudi. All rights reserved.