Title :
Recursive ladder algorithms for ARMA modeling
Author :
Lee, Daniel T L ; Friedlander, Benjamin ; Morf, Martin
Author_Institution :
Hewlett-Packard Laboratories, Palo Alto, CA, USA
fDate :
8/1/1982 12:00:00 AM
Abstract :
The extension of the all-pole (AR) exact least-squares ladder algorithms to the pole-zero (ARMA) case is presented. The algorithms are based on a general set of recursions obtained by a geometric approach. The recursions obtained are square-root normalized and have much simpler structures than the unnormalized case. Special cases of white input and unknown input are also discussed.
Keywords :
Autoregressive moving-average processes; Ladder estimation; Least-squares methods; Recursive estimation; Adaptive equalizers; Adaptive systems; Equations; Helium; Information systems; Laboratories; Linear systems; Recursive estimation; Speech processing; Technological innovation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1982.1103038
