DocumentCode
2619726
Title
Exact equivalence of iterative pre-filtering and IQML
Author
McClellan, J.H. ; Lee, D.
Author_Institution
Sch. of Electr. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fYear
1990
fDate
1-3 May 1990
Firstpage
621
Abstract
The iterative prefiltering algorithm of Steiglitz and McBride (1965) is rederived in a new form that demonstrates its exact equivalence to the iterative quadratic maximum-likelihood (IQML) algorithm. Since the IQML method was originally formulated to solve a multiple measurement case, an extended version of iterative prefiltering applicable to the multiple measurement case is also stated and shown to be equivalent to the general form of IQML
Keywords
filtering and prediction theory; iterative methods; IQML method; exact equivalence; iterative prefiltering; iterative quadratic maximum likelihood algorithm; multiple measurement; pole-zero model; Contracts; Convolution; Equations; Filtering; Finite impulse response filter; Iterative algorithms; Iterative methods; Maximum likelihood estimation; Polynomials; System identification;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 1990., IEEE International Symposium on
Conference_Location
New Orleans, LA
Type
conf
DOI
10.1109/ISCAS.1990.112139
Filename
112139
Link To Document