Title :
Exact recursive least squares algorithms for ARMA modeling
Author :
Prasad, Surendra ; Joshi, S.D.
Author_Institution :
Indian Institute of Technology, New Delhi, India
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;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
Conference_Location :
Dallas, TX, USA
DOI :
10.1109/ICASSP.1987.1169813
