DocumentCode
1245688
Title
A note on the sequential fitting of multichannel subset autoregressions using the prewindowed case
Author
Penm, Jack H W ; Penm, Jammie H. ; Terrell, R.D.
Author_Institution
Dept. of Stat., Australian Nat. Univ., Canberra, ACT, Australia
Volume
43
Issue
1
fYear
1995
fDate
1/1/1995 12:00:00 AM
Firstpage
322
Lastpage
327
Abstract
In this correspondence, an efficient adaptive algorithm for multichannel subset autoregression identification using the prewindowed case is developed. After the initialization is carried out by the direct method, the optimum multichannel subset autoregression at each time instant is selected by employing the proposed recursions in conjunction with a model selection criterion
Keywords
adaptive signal processing; autoregressive processes; recursive estimation; sequential estimation; direct method; efficient adaptive algorithm; model selection criterion; multichannel subset autoregressions; prewindowed case; sequential fitting; Adaptive algorithm; Computer aided software engineering; Filtering algorithms; Jamming; Lifting equipment; Parameter estimation; Power system modeling; Recursive estimation; Signal processing algorithms; Time measurement;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.365318
Filename
365318
Link To Document