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Avtomatika i Telemekhanika, 1992, Issue 7, Pages 118–127 (Mi at3347)  
Adaptive Systems

A recursive algorithm for estimating autoregression parameters

A. B. Yuditskiĭ

Institute of Control Sciences, Russian Academy of Sciences, Moscow
Full-text PDF (1508 kB)

Received: 11.04.1991
Bibliographic databases:
Document Type: Article
UDC: 519.246
MSC: Primary 93E35; Secondary 62M10
Language: Russian
Citation: A. B. Yuditskiǐ, “A recursive algorithm for estimating autoregression parameters”, Avtomat. i Telemekh., 1992, no. 7, 118–127; Autom. Remote Control, 53:7 (1992), 1058–1067
Citation in format AMSBIB
\Bibitem{Yud92}
\by A.~B.~Yuditski{\v\i}
\paper A recursive algorithm for estimating autoregression parameters
\jour Avtomat. i Telemekh.
\yr 1992
\issue 7
\pages 118--127
\mathnet{http://mi.mathnet.ru/at3347}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1184675}
\zmath{https://zbmath.org/?q=an:0825.93927}
\transl
\jour Autom. Remote Control
\yr 1992
\vol 53
\issue 7
\pages 1058--1067
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  • https://www.mathnet.ru/eng/at/y1992/i7/p118
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