Lattice implementation of some recursive parameter-estimation algorithms†

DOI10.1080/00207178308933001zbMATH Open0504.93060OpenAlexW2104705248MaRDI QIDQ4740441FDOQ4740441

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

• Title not available (Why is that?)
• Recursive least squares ladder estimation algorithms
• Factorization methods for discrete sequential estimation
• Dynamic system identification. Experiment design and data analysis
• Linear Prediction of Speech
• On positive real transfer functions and the convergence of some recursive schemes
• The convergence of AML
• A theoretical analysis of recursive identification methods
• Comparison of some instrumental variable methods - consistency and accuracy aspects
• AR and ARMA identification algorithms of Levinson type: An innovations approach
• A unified treatment of fast algorithms for identification†
• Least squares parameter estimation

Cited In (1)

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

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