APPLICATION OF THE LATTICE FILTER TO ROBUST ESTIMATION OF AR AND ARMA MODELS

被引:20
|
作者
LI, SP [1 ]
DICKINSON, BW [1 ]
机构
[1] PRINCETON UNIV,DEPT ELECT ENGN,PRINCETON,NJ 08544
关键词
Manuscript received February 10; 1986; revised May 24; 1987. This work was supported in part by the National Science Foundation under Grant ECS84-05460 and in part by the U.S. Air Force under Grant AFOSR-84-0381. S. Li is with the Department of Electrical Engineering; Texas A&M University; College Station; TX 77843. B. W. Dickinson is with the Department of Electrical Engineering; Princeton University; Princeton; NJ 08544. IEEE Log Number 8719012;
D O I
10.1109/29.1554
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
41
引用
收藏
页码:502 / 512
页数:11
相关论文
共 50 条
  • [1] THE GENERALIZED H-LATTICE FILTER AND ESTIMATION OF THE ARMA MODELS
    YARMANVURAL, F
    WAWRZYNSKI, D
    CETIN, AE
    [J]. IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1989, 37 (01): : 147 - 151
  • [2] ROBUST ESTIMATION FOR ARMA MODELS
    Muler, Nora
    Pena, Daniel
    Yohai, Victor J.
    [J]. ANNALS OF STATISTICS, 2009, 37 (02): : 816 - 840
  • [3] ORDER ESTIMATION OF AR AND ARMA MODELS
    GAWRONSKI, W
    NATKE, HG
    [J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1988, 19 (07) : 1143 - 1148
  • [4] On orders of long AR models for ARMA estimation
    Broersen, PMT
    [J]. SIGNAL ANALYSIS & PREDICTION I, 1997, : 83 - 86
  • [5] A New Robust Estimation Method for ARMA Models
    Chakhchoukh, Yacine
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2010, 58 (07) : 3512 - 3522
  • [6] A NEW ROBUST ESTIMATION METHOD FOR ARMA MODELS
    Chakhchoukh, Yacine
    Panciatici, Patrick
    Bondon, Pascal
    Mili, Lamine
    [J]. 2009 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS 1- 8, PROCEEDINGS, 2009, : 3321 - +
  • [7] Robust simulation-based estimation of ARMA models
    De Luna, X
    Genton, MG
    [J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2001, 10 (02) : 370 - 387
  • [8] AR AND ARMA SPECTRAL ESTIMATION
    RAO, AR
    DURGUNOGLU, A
    [J]. STOCHASTIC HYDROLOGY AND HYDRAULICS, 1988, 2 (01): : 35 - 50
  • [9] Unbiased estimation of symmetric noncausal ARMA parameters using lattice filter
    Mollah, M
    Yahagi, T
    [J]. IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 1999, E82A (03) : 543 - 547
  • [10] Inherent matrix identities on ARMA lattice filter realization algorithm and their application
    Hokkaido Univ, Sapporo, Japan
    [J]. IEEE Trans Signal Process, 9 (2395-2398):