Title :
Pure time updates for least squares lattice algorithms
Author_Institution :
P.O.Box 2250, Haifa, Israel
fDate :
8/1/1983 12:00:00 AM
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.
Keywords :
Autoregressive processes; Least-squares methods; Computational complexity; Covariance matrix; Equations; Information filtering; Information filters; Lattices; Least squares methods; Matrices; Polynomials; Reflection;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1983.1103328
