메뉴 건너뛰기




Volumn 36, Issue 3, 1991, Pages 314-321

A Levinson-Type Algorithm for Modeling Fast-Sampled Data

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER PROGRAMMING - ALGORITHMS; MATHEMATICAL TECHNIQUES - ESTIMATION; STATISTICAL METHODS - TIME SERIES ANALYSIS;

EID: 0026123181     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.73564     Document Type: Article
Times cited : (52)

References (15)
  • 1
    • 0016622069 scopus 로고
    • New recursive digital filter structures having very low sensitivity and roundoff noise
    • Dec.
    • R. C. Agarwall and C. S. Burrus, “New recursive digital filter structures having very low sensitivity and roundoff noise,” IEEE Trans. Circuits Syst., vol. CAS-22, pp. 921-927, Dec. 1975.
    • (1975) IEEE Trans. Circuits Syst. , vol.CAS-22 , pp. 921-927
    • Agarwall, R.C.1    Burrus, C.S.2
  • 2
    • 0001112325 scopus 로고
    • The numerical stability of the Levinson-Durbin algorithm for Toeplitz systems of equations
    • Sept.
    • G. Cybenko, “The numerical stability of the Levinson-Durbin algorithm for Toeplitz systems of equations,” SIAM J. Sci. Statist. Comput., vol. 1, no. 3, pp. 303-319, Sept. 1980.
    • (1980) SIAM J. Sci. Statist. Comput. , vol.1 , Issue.3 , pp. 303-319
    • Cybenko, G.1
  • 3
    • 0018008220 scopus 로고
    • On a generalized Szego-Levinson realization algorithm for optimal linear predictors based on a network synthesis approach
    • Sept.
    • P. Dewilde, A. C. Vieira, and T.Kailath, “On a generalized Szego-Levinson realization algorithm for optimal linear predictors based on a network synthesis approach,” IEEE Trans. Circuits Syst., vol. CAS-25, no. 9, pp. 663-675, Sept. 1978.
    • (1978) IEEE Trans. Circuits Syst. , vol.CAS-25 , Issue.9 , pp. 663-675
    • Dewilde, P.1    Vieira, A.C.2    Kailath, T.3
  • 4
    • 0017994812 scopus 로고
    • Fast time-in-variant implementations of Gaussian signal detectors
    • July
    • T. Kailath, B. C. Levy, L. Ljung, and M. Morf, “Fast time-in-variant implementations of Gaussian signal detectors,” IEEE Trans. Informat. Theory, vol. IT-24, no. 4, pp. 469-477, July 1978.
    • (1978) IEEE Trans. Informat. Theory , vol.IT-24 , Issue.4 , pp. 469-477
    • Kailath, T.1    Levy, B.C.2    Ljung, L.3    Morf, M.4
  • 5
    • 0001229563 scopus 로고
    • Inverses of Toeplitz operators, innovations, and orthogonal polynomials
    • Jan.
    • T. Kailath, A. Vieira, and M. Morf, “Inverses of Toeplitz operators, innovations, and orthogonal polynomials,” SIAM J. Review, vol. 20, no. 1, pp. 106-119, Jan. 1978.
    • (1978) SIAM J. Review , vol.20 , Issue.1 , pp. 106-119
    • Kailath, T.1    Vieira, A.2    Morf, M.3
  • 6
    • 0017504513 scopus 로고
    • A fixed point computation of partial correlation coefficients
    • Speech, Signal Processing, June
    • J. le Roux and C. Gueguen, “A fixed point computation of partial correlation coefficients,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-25, no. 3, pp. 257-259, June 1977.
    • (1977) IEEE Trans. Acoust. , vol.ASSP-25 , Issue.3 , pp. 257-259
    • le Roux, J.1    Gueguen, C.2
  • 7
    • 0019009827 scopus 로고
    • A class of generalized lattice filters
    • Speech, Signal Processing
    • D. G. Messerschmitt, “A class of generalized lattice filters,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP- 198-204, 1980.
    • (1980) IEEE Trans. Acoust. , vol.ASSP
    • Messerschmitt, D.G.1
  • 8
    • 0022809661 scopus 로고
    • Improved finite word length characteristics in digital control using delta operators
    • Nov.
    • R. H. Middleton and G. C. Goodwin, “Improved finite word length characteristics in digital control using delta operators,” IEEE Trans. Automat. Contr., vol. AC-31, pp. 1015-1021, Nov. 1986.
    • (1986) IEEE Trans. Automat. Contr. , vol.AC-31 , pp. 1015-1021
    • Middleton, R.H.1    Goodwin, G.C.2
  • 9
    • 0021468581 scopus 로고
    • Low-sensitivity recursive digital filters obtained via the delay replacement
    • July
    • G. Orlandi and G. Martinelli, “Low-sensitivity recursive digital filters obtained via the delay replacement,” IEEE Trans. Circuits Syst., vol. CAS-31, pp. 654-656, July 1984.
    • (1984) IEEE Trans. Circuits Syst. , vol.CAS-31 , pp. 654-656
    • Orlandi, G.1    Martinelli, G.2
  • 10
    • 0025956496 scopus 로고
    • Levinson-Durbin type algorithms for continuous time autoregressive models and applications
    • Syst.
    • D. T. Pham and A. le Breton, “Levinson-Durbin type algorithms for continuous time autoregressive models and applications,” Math. Contr. Signals, Syst., vol. 4, no. 1, pp. 69-79, 1991.
    • (1991) Math. Contr. Signals , vol.4 , Issue.1 , pp. 69-79
    • Pham, D.T.1    le Breton, A.2
  • 12
    • 0023863827 scopus 로고
    • Connection between continuous and discrete Riccati equations with applications to Kalman filtering
    • pt. D, Jan.
    • M. Salgado, R. H. Middleton, and G. C. Goodwin, “Connection between continuous and discrete Riccati equations with applications to Kalman filtering,” IEE Proc., pt. D, vol. 135, no. 1, pp. 28-34, Jan. 1988.
    • (1988) IEE Proc. , vol.135 , Issue.1 , pp. 28-34
    • Salgado, M.1    Middleton, R.H.2    Goodwin, G.C.3
  • 13
    • 0003217929 scopus 로고
    • Orthogonal polynomials
    • 4th ed. Providence, RI: Amer. Math. Society
    • G. Szego, “Orthogonal polynomials,” in Colloquium Publications, Vol. 23, 4th ed. Providence, RI: Amer. Math. Society, 1975.
    • (1975) Colloquium Publications , vol.23
    • Szego, G.1
  • 14
    • 0023994847 scopus 로고
    • Delay replacement in direct form structures
    • Speech, Signal Processing, Apr.
    • D. Williamson, “Delay replacement in direct form structures,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-36, pp. 453-460, Apr. 1988.
    • (1988) IEEE Trans. Acoust. , vol.ASSP-36 , pp. 453-460
    • Williamson, D.1
  • 15
    • 0037885550 scopus 로고
    • The Schur algorithm and its applications
    • May
    • A. E. Yagle and B. C. Levy, “The Schur algorithm and its applications,” Acta Applicandae Mathematicae, vol. 3, no. 3, pp. 255-284, May 1985.
    • (1985) Acta Applicandae Mathematicae , vol.3 , Issue.3 , pp. 255-284
    • Yagle, A.E.1    Levy, B.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.