Prasad, S. ; Joshi, S. (1987) Exact recursive least squares algorithms for ARMA modeling IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 87, 12 . pp. 991-994.
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Official URL: http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnum...
Related URL: http://dx.doi.org/10.1109/ICASSP.1987.1169813
Abstract
The present paper aims to present an entirely new approach for the development of "exact" recursive least squares algorithms for ARMA filtering and modeling when the inputs (asssumed here to be "white") are not observable. The approach is heavily based on the recently proposed "predictor-space" representation of ARMA processes 131 and theu se of some new, moreg eneral projection operator update formulas, breifly summarized here.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to IEEE. |
| ID Code: | 92116 |
| Deposited On: | 26 May 2012 13:16 |
| Last Modified: | 26 May 2012 13:16 |
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