• DocumentCode
    3019423
  • Title

    Exact recursive least squares algorithms for ARMA modeling

  • Author

    Prasad, Surendra ; Joshi, S.D.

  • Author_Institution
    Indian Institute of Technology, New Delhi, India
  • Volume
    12
  • fYear
    1987
  • fDate
    6-9 April 1987
  • Firstpage
    991
  • Lastpage
    994
  • 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.
  • Keywords
    Filtering algorithms; Hilbert space; Iterative algorithms; Least squares approximation; Least squares methods; Technological innovation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
  • Conference_Location
    Dallas, TX, USA
  • Type

    conf

  • DOI
    10.1109/ICASSP.1987.1169813
  • Filename
    1169813
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3019423