DocumentCode
2884221
Title
Embedment of the recursive least squares lattice algorithms
Author
Liu, Baisen
Author_Institution
Dalian Maritime Univ., China
fYear
1991
fDate
16-17 Jun 1991
Firstpage
123
Abstract
An ARMA model is embedded in a two-channel AR model of joint input-output process, with the input white noise unknown. The derivational algorithm, of the AR model proves that the input time series could be used to estimate the input white noise, thus giving the ARMA modelling algorithm
Keywords
filtering and prediction theory; least squares approximations; series (mathematics); white noise; ARMA model; derivational algorithm; input time series; input white noise; joint input-output process; recursive least squares lattice algorithms; two-channel AR model; Convergence; Covariance matrix; Error correction; Filters; Lattices; Least squares approximation; Least squares methods; Reflection; Speech synthesis; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 1991. Conference Proceedings, China., 1991 International Conference on
Conference_Location
Shenzhen
Type
conf
DOI
10.1109/CICCAS.1991.184298
Filename
184298
Link To Document