• DocumentCode
    3056361
  • Title

    Instrumental variable methods for ARMA spectral estimation

  • Author

    Friedlander, Benjamin

  • Author_Institution
    Systems Control Technology, Inc., Palo Alto, CA.
  • Volume
    7
  • fYear
    1982
  • fDate
    30072
  • Firstpage
    248
  • Lastpage
    251
  • Abstract
    The modified Yule-Walker technique of ARMA spectral estimation is shown to be a special case of the instrumental variable method of system identification. Several recursive instrumental variable algorithms are proposed for adaptive spectral estimation. An efficient lattice algorithm is presented for solving the modified Yule-Walker equations in the overdetermined case.
  • Keywords
    Control systems; Difference equations; Instruments; Lattices; Maximum likelihood estimation; Milling machines; Parameter estimation; Recursive estimation; System identification; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '82.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1982.1171731
  • Filename
    1171731
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3056361