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AR and ARMA identification algorithms of Levinson type: An innovations approach - MaRDI portal

AR and ARMA identification algorithms of Levinson type: An innovations approach (Q3941299)

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AR and ARMA identification algorithms of Levinson type: An innovations approach
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    AR and ARMA identification algorithms of Levinson type: An innovations approach (English)
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    1981
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    identification algorithms
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    autoregressive and autoregressive moving average identification
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    transfer functions in lattice and ladder form
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    Levinson orthogonalization lemma in Hilbert space
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    innovation techniques
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