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
  • [41] Discrimination of AR, MA, and ARMA Time Series Models
    Chan, H. T.
    Chinipardaz, R.
    Cox, T. F.
    Communications in Statistics. Part A: Theory and Methods, 25 (06):
  • [42] CONVERGENCE ANALYSIS OF LADDER ALGORITHMS FOR AR AND ARMA MODELS
    OLCER, S
    EGARDT, B
    MORF, M
    AUTOMATICA, 1986, 22 (03) : 345 - 354
  • [43] Comparison of spectral analysis methods using AR and ARMA models - Application to gear defect detection
    Haloui, N
    Chikouche, D
    Djahli, F
    Felkaoui, A
    CANADIAN CONFERENCE ON ELECTRICAL AND COMPUTER ENGINEERING 2001, VOLS I AND II, CONFERENCE PROCEEDINGS, 2001, : 277 - 281
  • [44] Application Research on Data Segment by Robust H∞ Filter Estimation
    Wu Wei
    Ma Xiaoning
    Xu Xinhe
    CCDC 2009: 21ST CHINESE CONTROL AND DECISION CONFERENCE, VOLS 1-6, PROCEEDINGS, 2009, : 680 - +
  • [45] ARMA DIGITAL LATTICE FILTER WITH WHITE GAUSSIAN INPUT.
    Miyanaga, Yoshikazu
    Nagai, Nobuo
    Miki, Nobuhiro
    Electronics and Communications in Japan, Part I: Communications (English translation of Denshi Tsushin Gakkai Ronbunshi), 1985, 68 (08): : 29 - 37
  • [46] A NEW ADAPTIVE LATTICE FILTER FOR THE ARMA MODELING OF VECTOR SIGNALS
    KUMMERT, A
    HARTWIG, S
    HYPKI, A
    SIGNAL PROCESSING, 1992, 26 (01) : 61 - 93
  • [47] A REALIZATION METHOD FOR AN ARMA LATTICE FILTER WITH REDUCED NUMBER OF COEFFICIENTS
    HASEYAMA, M
    NAGAI, N
    MIKI, N
    ELECTRONICS AND COMMUNICATIONS IN JAPAN PART III-FUNDAMENTAL ELECTRONIC SCIENCE, 1994, 77 (08): : 14 - 27
  • [48] A highly accurate pipelined architecture for a CORDIC ARMA lattice filter
    Shiraishi, S
    Haseyama, M
    Kitajima, H
    ISCAS 2000: IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS - PROCEEDINGS, VOL V: EMERGING TECHNOLOGIES FOR THE 21ST CENTURY, 2000, : 369 - 372
  • [49] A convergence model for a cordic-based ARMA lattice filter
    Shiraishi, S
    Haseyama, M
    Kitajima, H
    2004 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOL 3, PROCEEDINGS, 2004, : 301 - 304
  • [50] A transformation method of a CORDIC ARMA lattice filter for signal synthesis
    Shiraishi, S
    Haseyama, M
    Kitajima, H
    IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 1999, E82A (02) : 230 - 237