Accession Number : ADA114598

Title :   Finite Data Lattice Algorithms for Instrumental Variable Recursions.

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV-MADISON 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 so-called 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