ARMA建模的递归阶梯算法

1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes Pub Date : 1980-12-01 DOI:10.1109/CDC.1980.271998

D. L. Lee, B. Friedlander, M. Morf

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引用次数: 87

摘要

将全极点(AR)精确最小二乘阶梯算法推广到极点-零(ARMA)情况。这些算法是基于一组由几何方法得到的递归。得到的递归是平方根归一化的，结构比非归一化的情况简单得多。讨论了白色输入和可能的非白色未知输入情况。

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Recursive ladder algorithms for ARMA modeling

The extension of the all-pole (AR) exact least-squares ladder algorithms to the pole-zero (ARMA) case is presented. The algorithms are based on a general set of recursions obtained by a geometric approach. The recursions obtained are square-root normalized and have much simpler structures than the unnormalized case. The white input as well as the possibly non-white unknown input case are discussed.

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1980 19th IEEE Conference on Decision and Control including the Symposium on Adaptive Processes

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