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Lattice algorithms for recursive instrumental variable methods - MaRDI portal

Lattice algorithms for recursive instrumental variable methods (Q4883775)

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scientific article; zbMATH DE number 895975
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English
Lattice algorithms for recursive instrumental variable methods
scientific article; zbMATH DE number 895975

    Statements

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    21 August 1996
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    statistical analysis of time series
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    autoregressive parameters estimation
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    time- and order-recursive lattice filters
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    cumulant-based lattice structures
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    joint process estimation problem
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    ARMA
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    instrumental variable methods
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    recursive lattice algorithms
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    linear prediction algorithm
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    parameter estimation
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    adaptive estimation
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    cross-correlation matrix
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    prediction error filters
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    transversal filter
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    double-lattice algorithm
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    adaptive signal detectors
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    Lattice algorithms for recursive instrumental variable methods (English)
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