General Forms of Ladder-Lattice Filtering for Vector AR Model and Its Realizations with Different Data Window
DOI:
CSTR:
Author:
Affiliation:

Clc Number:

Fund Project:

  • Article
  • |
  • Figures
  • |
  • Metrics
  • |
  • Reference
  • |
  • Related
  • |
  • Cited by
  • |
  • Materials
  • |
  • Comments
    Abstract:

    The general forms of the Ladder-Lattice filtering for vector AR model are derived from some basic matrix algebra operators. Then,the realizations of the algorithms for different data windows (prewindow,covariance window and sliding window) are obtained easily.

    Reference
    Related
    Cited by
Get Citation
Share
Article Metrics
  • Abstract:
  • PDF:
  • HTML:
  • Cited by:
History
  • Received:April 10,1988
  • Revised:
  • Adopted:
  • Online: August 18,2017
  • Published:
Article QR Code