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

DOI10.1109/29.31302MaRDI QIDQ3033671zbMATH OpenOpenAlexFDO

Authors 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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