Recursive covariance ladder algorithms for ARMA system identification

Peter Strobach. Recursive covariance ladder algorithms for ARMA system identification. IEEE Transactions on Signal Processing, 36(4):560-580, 1988. [doi]

@article{Strobach88,
  title = {Recursive covariance ladder algorithms for ARMA system identification},
  author = {Peter Strobach},
  year = {1988},
  doi = {10.1109/29.1559},
  url = {http://dx.doi.org/10.1109/29.1559},
  researchr = {https://researchr.org/publication/Strobach88},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {36},
  number = {4},
  pages = {560-580},
}