Parametric signal modelling using Laguerre filters (Q687705)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parametric signal modelling using Laguerre filters |
scientific article |
Statements
Parametric signal modelling using Laguerre filters (English)
0 references
28 October 1993
0 references
Autoregressive models are generalized by replacing the delay operator by discrete Laguerre filters. A Levinson algorithm is constructed to estimate the parameters. Asymptotic and high order properties of the parameter estimates are discussed.
0 references
autoregressive models
0 references
discrete Laguerre filters
0 references
Levinson algorithm
0 references
high order properties
0 references