Title :
The generalized H-lattice filter and estimation of the ARMA models
Author :
Yarman-Vural, Fatos ; Wawrzynski, Denise ; Çetin, A. Enis
Author_Institution :
Dept. of Electr. Eng., Middle East Tech. Univ., Ankara, Turkey
fDate :
1/1/1989 12:00:00 AM
Abstract :
A class of lattice filters, the generalized H-lattice filters is introduced. The generalized H-lattice filters can represent the autoregressive moving-average (ARMA) models and they can be used for the modeling and analysis of the ARMA stochastic process
Keywords :
estimation theory; filtering and prediction theory; filters; stochastic processes; ARMA models; H-lattice filter; autoregressive moving-average; estimation; stochastic process; Delay; Filters; Frequency; Harmonic analysis; Lattices; Minimax techniques; Parameter estimation; Power measurement; Recursive estimation; Spline;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
