Recursive least squares ladder estimation algorithms

DOI10.1109/TASSP.1981.1163587MaRDI QIDQ3036613zbMATH OpenOpenAlexFDO

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

Publication date 1981

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1981.1163587

zbMATH Keywords

adaptive noise- and echo cancellersautoregressive moving-average modelingconvergencefast parameter tracking capabilityHilbert spaceinverse model for control problemsnon-Gaussian event detectorsnormalized signalrecursive least squares ladder estimationsquare root normalized exact least squares ladder form algorithmsstartup equalizers

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99) Numerical optimization and variational techniques (65K10) Estimation and detection in stochastic control theory (93E10)

Cited in

(14)

• Error propagation properties of recursive least-squares adaptation algorithms
• A unified derivation for fast estimation algorithms by the conjugate direction method
• System identification techniques for adaptive signal processing
• Fast iterative methods for least squares estimations
• Stability of the quantized LMS algorithm
• On-line real-time path planning of mobile robots in dynamic uncertain environment
• Automatic speech signal segmentation based on the innovation adaptive filter
• ARMAX lattice algorithm for identification and prediction of dynamic systems
• Extended adaptive lattice filters for disturbance input processes
• scientific article; zbMATH DE number 1383467 (Why is no real title available?)
• Lattice implementation of some recursive parameter-estimation algorithms†
• CRPS Learning
• ARMA spectral estimation based on partial autocorrelations
• An infinite impulse response lattice filter for adaptive line enhancement

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