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- W2537807746 abstract "The authors present an approach for estimating the AR (autoregressive) and MA (moving average) parameters of an ARMA model. A (p+q')-stage overfitting lattice structure filter is used for an ARMA (p,q) model, where q'>or=q. First, an overfitting lattice filter is used to estimate the AR parameters and then, with little added computation, MA parameters can also be obtained easily. The authors also propose an adaptive overfitting lattice filter for parameter estimation of time-varying systems. Simulation results show that the proposed method can be used to estimate the parameters of the time-varying system effectively. >" @default.
- W2537807746 created "2016-10-28" @default.
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- W2537807746 date "2002-12-09" @default.
- W2537807746 modified "2023-09-26" @default.
- W2537807746 title "Adaptive overfitting lattice filter for time-varying systems" @default.
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- W2537807746 doi "https://doi.org/10.1109/iecon.1991.238997" @default.
- W2537807746 hasPublicationYear "2002" @default.
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