• DocumentCode
    976948
  • Title

    Adaptive prediction of an arma lattice

  • Author

    Tsoi, A.C.

  • Author_Institution
    University of Auckland, Department of Electrical Engineering, Auckland, New Zealand
  • Volume
    18
  • Issue
    5
  • fYear
    1982
  • Firstpage
    222
  • Lastpage
    224
  • Abstract
    In the letter, based on a modification of a well-known approximate likelihood estimation technique, a one-step-ahead prediction method using an ARMA lattice structure is obtained.
  • Keywords
    filtering and prediction theory; time series; ARMA lattice; adaptive prediction; approximate likelihood estimation technique; one-step-ahead prediction;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19820152
  • Filename
    4246330
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=976948