A FAST COVARIANCE TYPE ALGORITHM FOR SEQUENTIAL LEAST-SQUARES FILTERING AND PREDICTION

被引：12

作者：

KALOUPTSIDIS, N

CARAYANNIS, G

MANOLAKIS, D

机构：

[1] COUNSIL EUROPE,STRASBOURG,FRANCE

[2] NORTHEASTERN UNIV,DEPT ELECT & COMP ENGN,BOSTON,MA 02115

来源：

关键词：

D O I：

10.1109/TAC.1984.1103634

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：752 / 755

页数：4

共 13 条

[11] EFFICIENT LEAST-SQUARES FIR SYSTEM-IDENTIFICATION [J].

MARPLE, SL .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1981, 29 (01) :62-73

PORAT, B ;

KAILATH, T .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1983, 31 (01) :122-128

[13] SQUARE ROOT COVARIANCE LADDER ALGORITHMS [J].

PORAT, B ;

FRIEDLANDER, B ;

MORF, M .