Recursive estimation algorithm using HNL moments for AR and ARMA processes under the noise environment

DOI10.1016/S0165-1684(97)00012-1zbMath1003.93519OpenAlexW1964457795WikidataQ128011778 ScholiaQ128011778MaRDI QIDQ1391463

Hyoungill Kim, Taewon Yang, Koeng-Mo Sung

Publication date: 22 July 1998

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

Full work available at URL: https://doi.org/10.1016/s0165-1684(97)00012-1

zbMATH Keywords

HNL (hybrid nonlinear) momentsIV (instrumental variable)noise insensitive MSE criterionORIV method

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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