liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • 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
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Australian National University, Australia.
1990 (English)Report (Other academic)
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
Linköping: Linköping University , 1990. , 30 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 1086
Keyword [en]
Autoregression, Network modeling, Time series, Spectral analysis, Laguerre functions
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104053OAI: oai:DiVA.org:liu-104053DiVA: diva2:694463
Available from: 2014-02-06 Created: 2014-02-06 Last updated: 2014-02-06

Open Access in DiVA

No full text

By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 21 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • 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