DocumentCode
701178
Title
A class of real-time AR identification algorithms in the case of missing observations
Author
Mirsaidi, Sina ; Oksman, Jacques
Author_Institution
École Supérieure d´Electricité - Service des Mesures, Plateau de Moulon, 91192 Gif-sur-Yvette France
fYear
1996
fDate
10-13 Sept. 1996
Firstpage
1
Lastpage
4
Abstract
This paper deals with the problem of adaptive AR estimation from incomplete observations. The method is based on the optimization of a weighted squared error criterion. Various approximates of this criterion lead to different algorithms. The formal description of these algorithms are given and their performances in stationary and non-stationary environments are compared.
Keywords
Approximation algorithms; Cost function; Estimation; Mathematical model; Prediction algorithms; Signal processing algorithms; Time series analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
European Signal Processing Conference, 1996. EUSIPCO 1996. 8th
Conference_Location
Trieste, Italy
Print_ISBN
978-888-6179-83-6
Type
conf
Filename
7082903
Link To Document