Adaptive pole estimation

DOI10.1109/29.56028zbMATH Open0706.62083OpenAlexW2089725960MaRDI QIDQ3486700FDOQ3486700

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

Recommendations

• A method for adaptive estimation of ARMA processes
• Adaptive algorithm for noisy autoregressive signals
• An On-Line Estimation Algorithm for Periodic Autoregressive Models
• Recursive maximum likelihood estimation of autoregressive processes
• Efficient recursive adaptive pole placement algorithm

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)

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.

This page was built for publication: Adaptive pole estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3486700)