A new recursive pseudo least squares algorithm for ARMA filtering and modeling. I

DOI10.1109/78.165663MaRDI QIDQ4024602zbMATH OpenOpenAlexFDO

Authors Surendra Prasad, Shiv Dutt Joshi

Publication date 11 February 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.165663

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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