Recursive least squares ladder estimation algorithms

DOI10.1109/TASSP.1981.1163587zbMath0524.65050OpenAlexW2156738455MaRDI QIDQ3036613

Daniel T. L. Lee, Benjamin Friedlander, Martin Morf

Publication date: 1981

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tassp.1981.1163587

zbMATH Keywords

convergenceHilbert spaceadaptive noise- and echo cancellersautoregressive moving-average modelingfast parameter tracking capabilityinverse model for control problemsnon-Gaussian event detectorsnormalized signalrecursive least squares ladder estimationsquare root normalized exact least squares ladder form algorithmsstartup equalizers

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical optimization and variational techniques (65K10) Estimation and detection in stochastic control theory (93E10) Probabilistic methods, stochastic differential equations (65C99)

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