Recursive triangular array ladder algorithms

DOI10.1109/78.80771MaRDI QIDQ5753866zbMATH OpenOpenAlexFDO

Authors Peter Strobach

Publication date 1991

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.80771

zbMATH Keywords

ARMA-modelshigh order windowsrecursive least squares ladder algorithmsStrobach's algorithmstime-recursive computation of autocorrelation coefficientsToeplitz system

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Recommendations

• Recursive covariance ladder algorithms for ARMA system identification
• A recursive procedure for ARMA modeling
• Convergence analysis of ladder algorithms for AR and ARMA models
• scientific article; zbMATH DE number 916415
• scientific article; zbMATH DE number 3938370

Cited in

(5)

• Convergence analysis of ladder algorithms for AR and ARMA models
• An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models
• scientific article; zbMATH DE number 3942854 (Why is no real title available?)
• Recursive covariance ladder algorithms for ARMA system identification
• scientific article; zbMATH DE number 916415 (Why is no real title available?)

This page was built for publication: Recursive triangular array ladder algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5753866)