ARMA prediction of widely linear systems by using the innovations algorithm

IEEE Transactions on Signal Processing

Volumn 56, Issue 7 II, 2008, Pages 3061-3068

  Navarro Moreno, Jesús ^a  

^a UNIVERSITY OF JAÉN   (Spain)

Author keywords

Autoregressive moving average (ARMA) models; Improper complex random signals; Innovations algorithm; Linear least mean square error (LLMSE) prediction problems; Widely linear systems

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; LINEAR SYSTEMS;

AUTO-REGRESSIVE MOVING AVERAGE (ARMA); WIDELY LINEAR (WL);

BOOLEAN FUNCTIONS;

EID: 46649118274     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2008.919396     Document Type: Article

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