Lattice algorithms for recursive instrumental variable methods (Q4883775)

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scientific article; zbMATH DE number 895975
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    Lattice algorithms for recursive instrumental variable methods
    scientific article; zbMATH DE number 895975

      Statements

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      21 August 1996
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      statistical analysis of time series
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      autoregressive parameters estimation
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      time- and order-recursive lattice filters
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      cumulant-based lattice structures
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      joint process estimation problem
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      ARMA
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      instrumental variable methods
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      recursive lattice algorithms
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      linear prediction algorithm
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      parameter estimation
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      adaptive estimation
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      cross-correlation matrix
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      prediction error filters
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      transversal filter
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      double-lattice algorithm
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      adaptive signal detectors
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      Lattice algorithms for recursive instrumental variable methods (English)
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