Pure time updates for least squares lattice algorithms
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.
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| Veröffentlicht in: | IEEE transactions on automatic control Jg. 28; H. 8; S. 865 - 866 |
|---|---|
| 1. Verfasser: | |
| Format: | Journal Article |
| Sprache: | Englisch |
| Veröffentlicht: |
New York, NY
IEEE
01.08.1983
Institute of Electrical and Electronics Engineers |
| Schlagworte: | |
| ISSN: | 0018-9286 |
| Online-Zugang: | Volltext |
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| 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. |
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| AbstractList | 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. |
| Author | Porat, B. |
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| Copyright | 1984 INIST-CNRS |
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| DOI | 10.1109/TAC.1983.1103328 |
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| Issue | 8 |
| Keywords | Autoregressive model Algorithm Modeling Time series |
| Language | English |
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| Snippet | This note presents some new time update formulas for certain types of lattice algorithms used in autoregressive modeling of stationary time series. The new... |
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| SubjectTerms | Applied sciences Computational complexity Computer science; control theory; systems Control theory. Systems Covariance matrix Equations Exact sciences and technology Information filtering Information filters Lattices Least squares methods Matrices Modelling and identification Polynomials Reflection |
| Title | Pure time updates for least squares lattice algorithms |
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