ARMA Prediction of Widely Linear Systems by Using the Innovations Algorithm

DOI10.1109/TSP.2008.919396MaRDI QIDQ4568966zbMATH OpenOpenAlexFDO

Authors Jesus Navarro-Moreno

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2008.919396

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(5)

• Linear prediction of ARMA processes with infinite variance
• An augmented affine projection algorithm for the filtering of noncircular complex signals
• Widely linear prediction for transfer function models based on the infinite past
• Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds
• Augmented second-order statistics of quaternion random signals

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