ADAPTIVE OVERFITTING LATTICE FILTER FOR PARAMETER-ESTIMATION OF TIME-VARYING SYSTEMS

被引：2
|
作者：
SUN, WM [1 ]
YAHAGI, T [1 ]
机构：
[1] CHIBA UNIV,GRAD SCH SCI & TECHNOL,CHIBA 263,JAPAN
来源：
SIGNAL PROCESSING | 1992年 / 29卷 / 01期
关键词：
ADAPTIVE LATTICE FILTER; ARMA MODEL; PARAMETER ESTIMATION;
D O I：
10.1016/0165-1684(92)90098-H
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
This paper presents an approach to estimate AR and MA parameters of an ARMA model. A (p+q')-stage overfitting lattice structure filter is used to obtain estimates of the AR and MA parameters of an ARMA(p, q) (q' greater-than-or-equal-to q) model. At first. an overfitting lattice filter is used to estimate the AR parameters, and then with little added computation, the MA parameters can also be obtained easily. This paper also proposes a new adaptive overfitting lattice filter for parameter estimation of time-varying systems. A new method is proposed to obtain the PARCOR coefficients that can be used to estimate the ARMA parameters adaptively.
引用
收藏
页码：45 / 56
页数：12
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