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

页码：45 / 56

页数：12

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