Fast prediction/estimation techniques for control systems and IIR filters

As a generalization of the fundamental Levinson algorithm to linear modeling of control systems and IIR (infinite impulse response) filters, the fast order recursive algorithm (ORA) and the time and order recursive algorithm (TORA) have been developed. However, only the ORA and TORA which operate recursively in the order of the autoregressive part of system outputs have been presented. The authors give a detailed description of the ORA which operates recursively in the order of the moving-average part of the system inputs. In addition, a numerical example is given which illustrates how the ORA operates