DocumentCode
842727
Title
Pure time updates for least squares lattice algorithms
Author
Porat, Boaz
Author_Institution
P.O.Box 2250, Haifa, Israel
Volume
28
Issue
8
fYear
1983
fDate
8/1/1983 12:00:00 AM
Firstpage
865
Lastpage
866
Abstract
This note presents some new time update formulas for certain types of lattice algorithms used in autoregressive modeling of stationary time series. The new formulas enable the computation of the autoregressive coefficients in a number of operations per time step proportional to the model order.
Keywords
Autoregressive processes; Least-squares methods; Computational complexity; Covariance matrix; Equations; Information filtering; Information filters; Lattices; Least squares methods; Matrices; Polynomials; Reflection;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1983.1103328
Filename
1103328
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