A unified treatment of fast algorithms for identification†

DOI10.1080/00207178208922661zbMath0485.93080OpenAlexW2092288547MaRDI QIDQ3946063

Claude Samson

Publication date: 1982

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178208922661

zbMATH Keywords

fast algorithmsorthogonal projectionladder algorithmsoder equations

Mathematics Subject Classification ID

Related Items (6)

Recursive least squares with linear inequality constraints ⋮ Oblique projections: Formulas, algorithms, and error bounds ⋮ An implementation method for the discrete Kalman filter with applications to large-scale systems ⋮ Fast algorithm of Chandrasekhar type for ARMA model identification ⋮ Lattice implementation of some recursive parameter-estimation algorithms† ⋮ A unified derivation for fast estimation algorithms by the conjugate direction method

Cites Work

• AR and ARMA identification algorithms of Levinson type: An innovations approach

This page was built for publication: A unified treatment of fast algorithms for identification†