ARMA parameter estimation using a novel recursive estimation algorithm with selective updating

DOI10.1109/29.106863MaRDI QIDQ3486490zbMATH OpenOpenAlexFDO

Authors Ashok Rao, Yih-Fang Huang, Soura Dasgupta

Publication date 1990

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/29.106863

zbMATH Keywords

recursive estimation algorithmARMA parameter estimationOBE algorithmparallel-pipelined signal processing architecture

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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