Adaptive pole estimation

DOI10.1109/29.56028zbMath0706.62083OpenAlexW2089725960MaRDI QIDQ3486700

Arye Nehorai, David Starer

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/29.56028

zbMATH Keywords

adaptive algorithmARMA modelsCramér-Rao boundclosed-form expressiononline estimation of poles of autoregressive processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Survival analysis and censored data (62N99)

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