Lattice implementation of some recursive parameter-estimation algorithms†

DOI10.1080/00207178308933001MaRDI QIDQ4740441zbMATHOpenAlexFDO

Authors Benjamin Friedlander

Publication date 1983

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178308933001

zbMATH Keywords

lattice algorithmslattice versionsrecursive parameter-estimation algorithms

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of algorithms and problem complexity (68Q25) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Lattices (06B99)

Cites work

• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• A theoretical analysis of recursive identification methods
• A unified treatment of fast algorithms for identification†
• AR and ARMA identification algorithms of Levinson type: An innovations approach
• Comparison of some instrumental variable methods - consistency and accuracy aspects
• Dynamic system identification. Experiment design and data analysis
• Factorization methods for discrete sequential estimation
• Least squares parameter estimation
• Linear Prediction of Speech
• On positive real transfer functions and the convergence of some recursive schemes
• Recursive least squares ladder estimation algorithms
• The convergence of AML

Cited in

(1)

• Lattice implementation of the instrumental variable method: Shift and delta operator formulations

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