Lattice algorithms for recursive instrumental variable methods

DOI<177::AID-ACS347>3.0.CO;2-N 10.1002/(SICI)1099-1115(199603)10:2/3<177::AID-ACS347>3.0.CO;2-NzbMath0854.93139OpenAlexW2095528368MaRDI QIDQ4883775

Jerry M. Mendel, Ananthram Swami

Publication date: 21 August 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-1115(199603)10:2/3<177::aid-acs347>3.0.co;2-n

zbMATH Keywords

parameter estimationadaptive estimationcross-correlation matrixARMAinstrumental variable methodstransversal filterautoregressive parameters estimationadaptive signal detectorscumulant-based lattice structuresdouble-lattice algorithmjoint process estimation problemlinear prediction algorithmprediction error filtersrecursive lattice algorithmsstatistical analysis of time seriestime- and order-recursive lattice filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Identification in stochastic control theory (93E12)

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