• 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