Adaptive pole estimation

DOI10.1109/29.56028MaRDI QIDQ3486700zbMATH OpenOpenAlexFDO

Authors Arye Nehorai, David Starer

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/10.1109/29.56028

zbMATH Keywords

ARMA modelsadaptive algorithmclosed-form expressionCramér-Rao boundonline estimation of poles of autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Survival analysis and censored data (62N99)

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Cited in

(3)

• Root modulus constraints in autoregressive model estimation
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Stabilization of Subba Rao-Liporace models.

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