Characterization of the LAD (L/sub 1/) AR parameter estimator when applied to stationary ARMA, MA, and higher order AR processes

DOI10.1109/29.31302zbMath0691.93056OpenAlexW2161959675MaRDI QIDQ3033671

Elwood T. Olsen, Steven A. Ruzinsky

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1109/29.31302

zbMATH Keywords

LAD (least absolute deviations) AR parameter estimatorPARCOR parameter estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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