Recursive ladder algorithms for ARMA modeling

DOI10.1109/TAC.1982.1103038MaRDI QIDQ3960585zbMATH OpenOpenAlexFDO

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

Publication date 1982

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

Full work available at URL https://doi.org/10.1109/tac.1982.1103038

zbMATH Keywords

autoregressive moving-average systemsleast-squares ladder algorithmsunknown inputwhite input

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• Fast algorithm of Chandrasekhar type for ARMA model identification
• Derivation of an adaptive algorithm for IIR digital systems realized by power-wave digital filters
• Output predictive adaptive control of a single-link flexible arm
• An infinite impulse response lattice filter for adaptive line enhancement

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