
Accession Number : ADA114598
Title : Finite Data Lattice Algorithms for Instrumental Variable Recursions.
Descriptive Note : Technical summary rept.,
Corporate Author : WISCONSIN UNIVMADISON MATHEMATICS RESEARCH CENTER
Personal Author(s) : Solo,Victor
PDF Url : ADA114598
Report Date : Mar 1982
Pagination or Media Count : 28
Abstract : The last few years have seen a rapid development of the socalled Lattice Algorithms for the fast solution of finite data least squares problems. While a fast algorithm has been given for finite data Instrumental Variable Recursions, as yet no finite data lattice schemes have been given. In this work a lattice algorithm is derived for a finite data Instrumental Variable Recursion and its use in both ARMA and ARMAX Time Series models is indicated. (Author)
Descriptors : *Least squares method, *Algorithms, *Variables, *Finite element analysis, Data processing, Lattice dynamics, Recursive functions, Models, Time series analysis, Instrumentation
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE