ARMA parameter estimation using a novel recursive estimation algorithm with selective updating
نویسندگان
چکیده
منابع مشابه
ARMA parameter estimation using a novel recursive estimation algorithm with selective updating
Ahstract-This paper investigates an extension of a recursive estimation algorithm (the so-called OBE algorithm) [9]-[ll], which features a discerning update strategy. In particular, an extension of the algorithm to ARMA parameter estimation is presented here along with convergence analysis. The extension is similar to the extended leastsquares algorithm. However, the convergence analysis is com...
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ژورنال
عنوان ژورنال: IEEE Transactions on Acoustics, Speech, and Signal Processing
سال: 1990
ISSN: 0096-3518
DOI: 10.1109/29.106863