DocumentCode
1140429
Title
An iterative method for the identification of MA systems
Author
Ohsmann, Martin
Author_Institution
Lehrstuhl I fuer Math., RWTH Aachen, West Germany
Volume
36
Issue
1
fYear
1988
fDate
1/1/1988 12:00:00 AM
Firstpage
106
Lastpage
109
Abstract
An iterative method for the identification of an n th-order moving average (MA) system is proposed which is based on a matrix splitting. Because of the special structures of the matrices involved, only O (n ) storage is needed. One iteration is accomplished in O (n 2) operations, and the algorithm may be executed on a pipeline multiprocessor. Few iterations are required to yield sufficient results, so the algorithm is fast. A simple error estimate can be obtained
Keywords
computational complexity; error analysis; identification; iterative methods; matrix algebra; pipeline processing; spectral analysis; algorithm; error estimate; iterative method; matrix splitting; nth order moving average system; pipeline multiprocessor; storage complexity; Equations; Finite impulse response filter; Helium; Iterative algorithms; Iterative methods; Least squares methods; Pipelines; Symmetric matrices; Vectors; Velocity measurement;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.1496
Filename
1496
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