Fast algorithm of Chandrasekhar type for ARMA model identification
From MaRDI portal
Publication:1194899
DOI10.1016/0005-1098(92)90145-6zbMath0766.93014OpenAlexW1970256153MaRDI QIDQ1194899
Publication date: 6 October 1992
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(92)90145-6
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comparative analysis of various least-squares identification algorithms
- System identification. A survey
- A fast sequential algorithm for least-squares filtering and prediction
- Fast, recursive-least-squares transversal filters for adaptive filtering
- Numerical aspects of different Kalman filter implementations
- Some alternatives in recursive estimation†
- AR and ARMA identification algorithms of Levinson type: An innovations approach
- A unified treatment of fast algorithms for identification†
- Recursive ladder algorithms for ARMA modeling
- Square-root algorithms for least-squares estimation
- Some new algorithms for recursive estimation in constant linear systems
- Efficient change of initial conditions, dual chandrasekhar equations, and some applications
- A fast ARMA transversal RLS filter algorithm
- Some new algorithms for recursive estimation in constant, linear, discrete-time systems
This page was built for publication: Fast algorithm of Chandrasekhar type for ARMA model identification
