A fast lattice algorithm for PARCOR parameter estimation based on an approximate likelihood

DOI10.1109/TASSP.1983.1164194zbMath0573.65117OpenAlexW2103043638MaRDI QIDQ3691045

Hidekatsu Tokumaru, Satoshi Horiike, Hideaki Sakai

Publication date: 1983

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.1983.1164194

zbMATH Keywords

parameter estimationapproximate likelihoodbackward predictionscovariance ladder algorithmrecursive lattice type algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Probabilistic methods, stochastic differential equations (65C99)

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