ARMA parameter estimation using a novel recursive estimation algorithm with selective updating

DOI10.1109/29.106863zbMATH Open0705.93072OpenAlexW2107151732MaRDI QIDQ3486490FDOQ3486490

Authors: Ashok Rao, Yih-Fang Huang, Soura Dasgupta 

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/29.106863

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zbMATH Keywords

recursive estimation algorithmARMA parameter estimationOBE algorithmparallel-pipelined signal processing architecture

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• A 'systolic array' formulation of the optimal bounding ellipsoid algorithm
• Parametric subsystem set estimation for interconnected systems
• Title not available (Why is that?)
• Convergence analysis of the quasi-OBE algorithm and related performance issues

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