Title :
Inherent matrix identities on ARMA lattice filter realization algorithm and their application
Author :
Haseyama, Miki ; Kitajima, Hideo
Author_Institution :
Sch. of Eng., Hokkaido Univ., Sapporo, Japan
fDate :
9/1/1997 12:00:00 AM
Abstract :
Presents the matrix identities that are inherent in the solution of the normal equations for an ARMA lattice filter. This derivation also makes clear the relationship between the recursive least squares (RLS) method and the ARMA lattice filter realization algorithm. Further, as an application of the matrix identities, a new method for model identification with frequency weighting (MIFW) is presented
Keywords :
autoregressive moving average processes; lattice filters; least squares approximations; matrix algebra; ARMA lattice filter realization algorithm; RLS method; frequency weighting; inherent matrix identities; matrix identities; model identification; recursive least squares; Computational efficiency; Equations; Filters; Frequency; Lattices; Least squares methods; Resonance light scattering;
Journal_Title :
Signal Processing, IEEE Transactions on
