Sequential algorithm for identification of parameters of an autoregressive process
- 1 August 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 20 (4), 542-546
- https://doi.org/10.1109/tac.1975.1101017
Abstract
An algorithm for the sequential identification of the parameters of a stationary process described by an autoregressive (AR) model is presented. A set of parameters obtained by a transformation of the AR model is introduced which leads to certain computational advantages. An example is presented to illustrate the use of the algorithms.Keywords
This publication has 3 references indexed in Scilit:
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- Digital lattice and ladder filter synthesisIEEE Transactions on Audio and Electroacoustics, 1973
- A Note on the Reciprocal Zeros of a Real Polynomial with Respect to the Unit CircleIEEE Transactions on Circuit Theory, 1964