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Interrelations between continuous and discrete lattice filter structures

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Publication:4309197
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DOI10.1109/82.251838zbMath0800.93759OpenAlexW2101723568MaRDI QIDQ4309197

Arie Feuer, Steven R. Weller, H. Vincent Poor, Graham C. Goodwin

Publication date: 17 November 1994

Published in: IEEE Transactions on Circuits and Systems II: Analog and Digital Signal Processing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1959.13/30730


Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)


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An efficient order recursive algorithm with a lattice structure for estimating continuous-time AR process parameters



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