Simple consistent estimation of the coefficients of a linear filter (Q1098530): Difference between revisions

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Latest revision as of 15:05, 18 June 2024

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Simple consistent estimation of the coefficients of a linear filter
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    Simple consistent estimation of the coefficients of a linear filter (English)
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    1988
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    preliminary estimation
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    linear filter
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    identification
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    linear process
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    innovations
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    best mean square predictor
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    ARMA processes
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