Accurate ARMA models with Durbin's second method

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 3, Issue , 1999, Pages 1597-1600

  Broersen, P M T ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; OPTIMIZATION; REGRESSION ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE (ARMA) MODEL; DURBIN ALGORITHM;

SIGNAL FILTERING AND PREDICTION;

EID: 0032629734     PISSN: 07367791     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/icassp.1999.756293     Document Type: Article

References (16)