LD/sup 2/-ARMA identification algorithm
- 1 January 1991
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 39 (8) , 1822-1835
- https://doi.org/10.1109/78.91153
Abstract
No abstract availableKeywords
This publication has 20 references indexed in Scilit:
- Comparison of two ARMA estimatorsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2003
- Application of the lattice filter to robust estimation of AR and ARMA modelsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1988
- Linear statistical models for stationary sequences and related algorithms for Cholesky factorization of Toeplitz matricesIEEE Transactions on Acoustics, Speech, and Signal Processing, 1987
- Exact likelihood for stationary vector autoregressive moving average processesSignal Processing, 1986
- The Modified Yule-Walker Method of ARMA Spectral EstimationIEEE Transactions on Aerospace and Electronic Systems, 1984
- Consistency Properties of Least Squares Estimates of Autoregressive Parameters in ARMA ModelsThe Annals of Statistics, 1983
- Spectral estimation: An overdetermined rational model equation approachProceedings of the IEEE, 1982
- Estimation of frequencies of multiple sinusoids: Making linear prediction perform like maximum likelihoodProceedings of the IEEE, 1982
- High performance spectral estimation--A new ARMA methodIEEE Transactions on Acoustics, Speech, and Signal Processing, 1980
- When Is a Linear Control System Optimal?Journal of Basic Engineering, 1964