Second-order equivalence of rectangular and exponential windows in least-squares estimation of Gaussian autoregressive processes
- 1 October 1985
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing
- Vol. 33 (5), 1209-1212
- https://doi.org/10.1109/tassp.1985.1164685
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
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- Recursive least squares ladder estimation algorithmsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1981
- Fast calculation of gain matrices for recursive estimation schemesInternational Journal of Control, 1978