Recursive ladder algorithms for ARMA modeling

DOI10.1109/TAC.1982.1103038zbMath0496.93078OpenAlexW4239036688MaRDI QIDQ3960585

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

Publication date: 1982

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1982.1103038

zbMATH Keywords

unknown inputautoregressive moving-average systemsleast-squares ladder algorithmswhite input

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Related Items

Derivation of an adaptive algorithm for IIR digital systems realized by power-wave digital filters, Fast algorithm of Chandrasekhar type for ARMA model identification, Output predictive adaptive control of a single-link flexible arm, An infinite impulse response lattice filter for adaptive line enhancement