Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Parametric Signal Modelling using Laguerre Filters
KTH, Superseded Departments, Signals, Sensors and Systems. (Automatic Control)ORCID iD: 0000-0002-1927-1690
ANU, Australia.
1993 (English)In: The Annals of Applied Probability, ISSN 10505164, Vol. 3Article in journal (Refereed) Published
Abstract [en]

Autoregressive (AR) modelling is generalized by replacing the delay operator by discrete Laguerre filters. The motivation is to reduce the number of parameters needed to obtain useful approximate models of stochastic processes, without increasing the computational complexity. Asymptotic statistical properties are investigated. Several AR model estimation results are extended to Laguerre models. In particular, it is shown how the choice of Laguerre time constant affects the resulting estimates. A Levinson-type algorithm for computing the Laguerre model estimates in an efficient way is also given. The Laguerre technique is illustrated by two simple examples.

Place, publisher, year, edition, pages
1993. Vol. 3
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-58454OAI: oai:DiVA.org:kth-58454DiVA: diva2:473090
Note
NR 20140805Available from: 2012-01-05 Created: 2012-01-05 Last updated: 2013-09-05Bibliographically approved

Open Access in DiVA

No full text

Other links

http://www.jstor.org/stable/2959642

Authority records BETA

Wahlberg, Bo

Search in DiVA

By author/editor
Wahlberg, Bo
By organisation
Signals, Sensors and Systems
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 18 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf