Title :
Global optimal IIR filter design and ARMA estimation using homotopy continuation methods
Author :
Stonick, Virginia L. ; Alexander, S. Thomas
Author_Institution :
Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC, USA
Abstract :
A method is presented for minimum mean square error (MMSE) pole-zero modeling which computes the parameter estimates at the absolute minimum of the MSE surface. Homotopy continuation methods are used to systematically find the set of all stationary points from which the global minimum is selected. The number of stationary points is expressed as a function of the number of data samples used in computing the estimate. These methods are applied to IIR (infinite impulse response) filter design and autoregressive moving-average (ARMA) estimation for first order models and are compared to previous approaches
Keywords :
digital filters; least squares approximations; parameter estimation; poles and zeros; ARMA estimation; autoregressive moving-average; filter design; first order models; global minimum; global optimum IIR filter; homotopy continuation methods; infinite impulse response; minimum mean square error; parameter estimates; pole-zero modeling; stationary points; IIR filters; Iterative algorithms; Iterative methods; Mean square error methods; Newton method; Nonlinear equations; Parameter estimation; Poles and zeros; Signal processing; State estimation;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on
Conference_Location :
Albuquerque, NM
DOI :
10.1109/ICASSP.1990.115623
