AR and ARMA identification algorithms of Levinson type: An innovations approach

DOI10.1109/TAC.1981.1102801zbMath0482.93070MaRDI QIDQ3941299

Christian Chaure, Albert Benveniste

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

identification algorithmsinnovation techniquesautoregressive and autoregressive moving average identificationLevinson orthogonalization lemma in Hilbert spacetransfer functions in lattice and ladder form

Mathematics Subject Classification ID

Related Items (4)

Fast algorithm of Chandrasekhar type for ARMA model identification ⋮ Experimental evaluation of flexible structure identification using lattice filters ⋮ Lattice implementation of some recursive parameter-estimation algorithms† ⋮ A unified treatment of fast algorithms for identification†

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