A new recursive pseudo least squares algorithm for ARMA filtering and modeling. ... Two new update relations for certain pseudoinverses are derived and ...

A New Recursive Pseudo Least Squares Algorithm for ARMA Filtering and Modeling: Part II. Surendra Prasad, Senior Member, IEEE, and Shiv Dutt Joshi. 2775.

A new recursive pseudo least squares algorithm for ARMA filtering and modeling. II · Engineering, Computer Science. IEEE Trans. Signal Process. · 1992.

Two new update relations for certain pseudoinverses are derived here which are used to obtain a recursive least squares algorithm for AR parameter ...

This study is based on the observation that if the bootstrapping is combined with different parameterizations of the ARMA (autoregressive moving average) ...

In this paper a new recursive method for ARMA model estimation is given. Same as in [1], the order's estimator is strongly consistent, and the pearameter's ...

The key is to use the data filtering technique to obtain a pseudo-linear identification model and to derive an auxiliary model-based recursive least squares ...

A new method for estimation of ARMA model parameters is considered. A recursive version of Gauss-Markov estimate based on computation of covariance matrix ...

Mar 12, 2024 · Compared with the recursive extended least squares algorithm, the proposed F-RELS algorithm can obtain more accurate parameter estimation.

Sep 29, 2023 · In this paper the RLS algorithm is modified for parameter estimation of regression models, such as the pseudo-linear ARMA (PS-ARMA) model and ...