Recursive ladder algorithms for ARMA modeling

DOI10.1109/TAC.1982.1103038zbMath0496.93078MaRDI QIDQ3960585

Benjamin Friedlander, Martin Morf, Daniel T. L. Lee

Publication date: 1982

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

zbMATH Keywords

unknown input; autoregressive moving-average systems; least-squares ladder algorithms; white input

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

93E10: Estimation and detection in stochastic control theory

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