Title :
An adaptive orthogonal maximum likelihood algorithm for parameter estimation
Author_Institution :
Chengdu Institute of Radio Engineering, Chengdu, Sichuan, China
Abstract :
An adaptive algorithm, called OML algorithm, of getting the approximate maximum likelihood estimation of the ARMA parameters based on an orthogonal decomposition of the data matrix is proposed. The algorithm might share the computational stability in some severe case of signal processing.
Keywords :
Adaptive algorithm; Adaptive signal processing; Equations; Least squares approximation; Least squares methods; Maximum likelihood estimation; Niobium; Parameter estimation; Signal processing algorithms; Stability;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '85.
DOI :
10.1109/ICASSP.1985.1168416
