scientific article; zbMATH DE number 916415

zbMATH Open0874.93067MaRDI QIDQ4889546FDOQ4889546

Authors: Hideaki Sakai 

Publication date: 13 August 1996

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zbMATH Keywords

parallel computationperiodicitymultichannel signal processingARMA modelinglattice filterpredictor coefficientscircular Levinson algorithmrecursive least squares approximations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24) Digital control/observation systems (93C62)

Cited In (3)

• A new adaptive lattice filter for the ARMA modeling of vector signals
• Recursive triangular array ladder algorithms
• A normalized lattice algorithm for AR spectral analysis and system identification filters with symmetric impulse response

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