Title :
New Approach to Optimal Filtering for ARMA Signals
Author :
Sun, Shuli ; Liu, Na
Author_Institution :
Dept. of Autom., Heilongjiang Univ., Harbin, China
Abstract :
Using the innovation analysis approach, a novel optimal filter is presented for discrete-time ARMA (auto-regressing moving average) signals based on the white noise estimators. It is a recursive non-augmented filter. Compared with the augmented approach, it has the reduced computational cost and the same accuracy. A simulation example shows the effectiveness of the proposed algorithm.
Keywords :
autoregressive moving average processes; discrete time filters; recursive filters; white noise; auto-regressing moving average process; discrete-time ARMA signal; innovation analysis approach; optimal filtering; recursive nonaugmented filter; white noise estimator; Computational efficiency; Computational modeling; Deconvolution; Delay effects; Filtering; Filters; Signal analysis; Signal processing algorithms; Technological innovation; White noise;
Conference_Titel :
Image and Signal Processing, 2009. CISP '09. 2nd International Congress on
Conference_Location :
Tianjin
Print_ISBN :
978-1-4244-4129-7
Electronic_ISBN :
978-1-4244-4131-0
DOI :
10.1109/CISP.2009.5300843
