A NOTE ON THE SEQUENTIAL FITTING OF MULTICHANNEL SUBSET AUTOREGRESSIONS USING THE PREWINDOWED CASE

Authors
PENM JHW PENM JH TERRELL RD
Citation
Jhw. Penm et al., A NOTE ON THE SEQUENTIAL FITTING OF MULTICHANNEL SUBSET AUTOREGRESSIONS USING THE PREWINDOWED CASE, IEEE transactions on signal processing, 43(1), 1995, pp. 322-327
Citations number
13
Categorie Soggetti
Acoustics
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
43
Issue
1
Year of publication
1995
Pages
322 - 327
Database
ISI
SICI code
1053-587X(1995)43:1<322:ANOTSF>2.0.ZU;2-1
Abstract
In this correspondence, an efficient adaptive algorithm for multichann el subset autoregression identification using the prewindowed case is developed. After the initialization is carried out by the direct metho d. the optimum multichannel subset autoregression at each time instant is selected by employing the proposed recursions in conjunction with a model selection criterion.