DocumentCode
914328
Title
On finite-memory recursive filters (Corresp.)
Author
Epstein, G.
Volume
16
Issue
4
fYear
1970
fDate
7/1/1970 12:00:00 AM
Firstpage
486
Lastpage
487
Abstract
It has not been noted in the literature that finite-memory least-squares, recursive filters are unstable, and hence unsuited for a large number of recursions. This correspondence modifies the finite-memory least-squares recursive filters to allow for stable solutions.
Keywords
Finite-memory methods; Least-squares estimation; Recursive estimation; Acceleration; Equations; Error analysis; Filters; Polynomials; Signal to noise ratio; Stability;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054503
Filename
1054503
Link To Document