DocumentCode
957654
Title
Efficient algorithm for determination of a.r. part of a.r.m.a. model
Author
Carayannis, George ; Kalouptsidis, Nicholas ; Manolakis, Dimitris
Author_Institution
National Technical University of Athens, Department of Electrical Engineering, Athens, Greece
Volume
16
Issue
17
fYear
1980
Firstpage
656
Lastpage
657
Abstract
A fast recursive scheme is given for the solution of the Yule-Walker equations to obtain the a.r. part of an a.r.m.a. model. A lattice equivalent to the predictive filter is also included. This new structure requires what is subsequently called an adjoint model. The algorithm can be used in the evaluation of the a.r. and m.a. parsimonious orders.
Keywords
filtering and prediction theory; signal processing; autoregressive moving average; lattice equivalent; predictive filter; recursive algorithm;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19800465
Filename
4244239
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