Normalized lattice algorithms for least-squares FIR system identification

DOI10.1109/TASSP.1983.1164012zbMATH Open0563.93074MaRDI QIDQ3677641FDOQ3677641

Authors: Boaz Porat, T. Kailath 

Publication date: 1983

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

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zbMATH Keywords

least-squares identificationfinite impulse-response modelssquare-root normalized lattice algorithms

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Analysis of algorithms and problem complexity (68Q25) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Identification in stochastic control theory (93E12)

Cited In (8)

• The normalized least-squares order-recursive lattice smoother
• Lattice Identification and Separation: Theory and Algorithm
• Fast parallel self-tuning controllers
• Towards optimally structured lattice RLS filters using a variable tap-length scheme
• Finite data lattice algorithms for instrumental variable recursions
• Title not available (Why is that?)
• ARMAX lattice algorithm for identification and prediction of dynamic systems
• A normalized lattice algorithm for AR spectral analysis and system identification filters with symmetric impulse response

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