Title :
A new interpretation of lattice structure convergence rates
Author :
DeBrunner, V.E. ; Pondugula, K.
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Oklahoma Univ., Norman, OK, USA
Abstract :
The authors examine the lattice structure and its use as a model structure for the identification of signals and systems. The structure is examined in a state-space context, and the parameter information content developed earlier is explored in this useful parameterization. The behavior of a recursive prediction error method (RPEM) lattice identifier, as observed by J.J. Shynk (1987), is explained. The analysis indicates why lattice structures are generally a very good structure on which to base signal or system identification
Keywords :
convergence; filtering and prediction theory; identification; signal processing; state-space methods; lattice structure convergence rates; parameter information content; recursive prediction error method; signal identification; state-space context; system identification; Additive white noise; Computer science; Convergence; Covariance matrix; Integral equations; Lattices; Noise measurement; Signal processing; System identification; Time measurement;
Conference_Titel :
Circuits and Systems, 1992. ISCAS '92. Proceedings., 1992 IEEE International Symposium on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-0593-0
DOI :
10.1109/ISCAS.1992.230562
