DocumentCode
1288799
Title
A realization method of an ARMAX lattice filter
Author
Haseyama, Miki ; Kitajima, Hideo
Author_Institution
Sch. of Eng., Hokkaido Univ., Sapporo, Japan
Volume
45
Issue
2
fYear
1997
fDate
2/1/1997 12:00:00 AM
Firstpage
471
Lastpage
476
Abstract
This paper proposes a realization method of an ARMAX lattice filter for frequency-weighting ARMAX model identification. The proposed lattice filter uses an exponentially weighted sliding window for the same application as the extended least squares (ELS) achieves. Based on the proposed structure, the algorithm can perform the frequency-weighting model identification more easily than the ELS. Further, applied to the ARMAX model identification, the proposed algorithm requires fewer multiplications than the ELS does
Keywords
autoregressive moving average processes; filtering theory; identification; lattice filters; recursive filters; ARMAX lattice filter; exponentially weighted sliding window; extended least squares; frequency-weighting ARMAX model identification; multiplications; Approximation methods; Finite impulse response filter; Floating-point arithmetic; Frequency; IIR filters; Lattices; Roundoff errors; Signal processing; Signal processing algorithms; Upper bound;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/78.554311
Filename
554311
Link To Document