A Technical Note on the Fitting of A Multichannel Subset FIR System Within a Potentially Nonstationary Environment, Using the Prewindowed Case - Financial and Economic Forecasting (chapter 9)-Reference-Cited by-同舟云学术

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A Technical Note on the Fitting of A Multichannel Subset FIR System Within a Potentially Nonstationary Environment, Using the Prewindowed Case - Financial and Economic Forecasting (chapter 9)

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Penm Jack H.W.,Penm Jammie H.,Terrell R. Deane

Publisher

Elsevier BV

Reference14 articles.

1. Recursive Estimation of Linear Systems;E J Hannan;Biometrika,1986

2. A Generalized Multichannel Least-Squares Lattice Algorithm Based on Sequential Processing Stages;F Ling;IEEE Trans. Acoust., Speech, Signal Processing,1984

3. On Digital Implementation of the fast Kalman Algorithms;D W Lin;IEEE Trans. Acoust., Speech, Signal Processing,1984

4. A Modular Multichannel Multi-experiment Fast Transversal Filter and a Prewindowed Framework for a Covariance RLS Algorithm;D T M Slock;Signal Processing,1992

5. The Fast Adaptive ROTOR's RLS Algorithm;J Cioffi;IEEE Trans. Acoust., Speech, Signal Processing,1990

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