Recursive least squares ladder estimation algorithms

DOI10.1109/TASSP.1981.1163587MaRDI QIDQ3036613zbMATHOpenAlexFDO

Authors Daniel T. L. Lee, Martin Morf, Benjamin Friedlander

Publication date 1981

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/tassp.1981.1163587

zbMATH Keywords

convergenceHilbert spaceadaptive noise- and echo cancellersautoregressive moving-average modelingfast parameter tracking capabilityinverse model for control problemsnon-Gaussian event detectorsnormalized signalrecursive least squares ladder estimationsquare root normalized exact least squares ladder form algorithmsstartup equalizers

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Cited in

(14)

• A unified derivation for fast estimation algorithms by the conjugate direction method
• ARMA spectral estimation based on partial autocorrelations
• Error propagation properties of recursive least-squares adaptation algorithms
• Extended adaptive lattice filters for disturbance input processes
• scientific article; zbMATH DE number 1383467 (Why is no real title available?)
• Stability of the quantized LMS algorithm
• Fast iterative methods for least squares estimations
• On-line real-time path planning of mobile robots in dynamic uncertain environment
• ARMAX lattice algorithm for identification and prediction of dynamic systems
• Automatic speech signal segmentation based on the innovation adaptive filter
• An infinite impulse response lattice filter for adaptive line enhancement
• System identification techniques for adaptive signal processing
• Lattice implementation of some recursive parameter-estimation algorithms†
• CRPS Learning

This page was built for publication: Recursive least squares ladder estimation algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3036613)