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Scharf, Louis L.; Luby, James C.

Statistical design of autoregressive-moving average digital filters. (English) Zbl 0436.62081

IEEE Trans. Acoust. Speech Signal Process. 27, 240-247 (1979).
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Cited in 2 Documents

MSC:

62M20 Inference from stochastic processes and prediction
60G35 Signal detection and filtering (aspects of stochastic processes)
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E11 Filtering in stochastic control theory

Keywords:

statistical design of autoregressive-moving average digital filters; Mullis-Roberts algorithm; spectrum; autoregressive approximation; Levinson algorithm
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