A FAST SEQUENTIAL ALGORITHM FOR LEAST-SQUARES FILTERING AND PREDICTION

被引：136

作者：

CARAYANNIS, G

MANOLAKIS, DG

KALOUPTSIDIS, N

机构：

[1] NATL TECH UNIV ATHENS,DEPT ELECTR,GR-147 ATHENS,GREECE

[2] UNIV ATHENS,DEPT PHYS,DIV ELECTR,ATHENS,GREECE

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1983年 / 31卷 / 06期

关键词：

D O I：

10.1109/TASSP.1983.1164224

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

引用

页码：1394 / 1402

页数：9

共 18 条

[1]

Bierman G. J., 1977, FACTORIZATION METHOD

[2]

CARAYANNIS G, 1983, APR P ICASSP 83 BOST

[3]

CARAYANNIS G, 1978, PATTERN RECOGNITION

[4]

CARAYANNIS G, 1982, IEEE T ACOUST SPEECH, V20, P227

[5] APPLICATION OF FAST KALMAN ESTIMATION TO ADAPTIVE EQUALIZATION [J].

FALCONER, DD ;

LJUNG, L .

[6] LATTICE FILTERS FOR ADAPTIVE PROCESSING [J].

FRIEDLANDER, B .

[7]

GODARD D, 1974, IBM J RES DEV MAY, P267

[8]

GUEGUEN CJ, 1973, AUTOMATISME, V18, P99

[9]

HALKIAS C, 1982, MAY P ICASSP 82 PAR, P1760

[10]

HSIA TC, 1978, SYSTEM IDENTIFICATIO