Numerical behaviour of a fixed-point implementation of the splitted generalized LeRoux-Gueguen algorithm

DOI10.1016/0165-1684(93)90111-MzbMath0795.93107OpenAlexW1998382532MaRDI QIDQ1318650

Alexander Fischer

Publication date: 6 April 1994

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(93)90111-m

zbMATH Keywords

least-squares estimate of autoregressive parametersLeRoux-Gueguen algorithm

Mathematics Subject Classification ID

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

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