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
fDate :
1/1/1995 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
