Title :
Adaptive prediction of an arma lattice
Author_Institution :
University of Auckland, Department of Electrical Engineering, Auckland, New Zealand
Abstract :
In the letter, based on a modification of a well-known approximate likelihood estimation technique, a one-step-ahead prediction method using an ARMA lattice structure is obtained.
Keywords :
filtering and prediction theory; time series; ARMA lattice; adaptive prediction; approximate likelihood estimation technique; one-step-ahead prediction;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19820152
