A realization method of an ARMAX lattice filter

Author

Haseyama, Miki ; Hirohku, Tohru ; Kitajima, Hideo

Author_Institution

Fac. of Eng., Hokkaido Univ., Sapporo, Japan

Volume

1

fYear

1995

fDate

30 Apr-3 May 1995

Firstpage

365

Abstract

In this paper, a method for realization of an ARMAX lattice filter is proposed. Since the ARMAX model is a standard tool in control, it is significant to solve ARMAX model identification problems and the proposed algorithm can solve it. One of the recursive least-squares methods for the ARMAX model identification is the ELS (Extended Least Squares). If the ELS is applied to the ARMAX model identification, it uses o(N²) multiplications, where N Δ₌ AR order + MA order + X order. By using the proposed realization method, o(N) multiplications are needed for the ARMAX model identification

Keywords

autoregressive moving average processes; computational complexity; filtering theory; lattice filters; least squares approximations; matrix algebra; recursive estimation; ARMAX lattice filter; ARMAX model identification problem; extended least squares method; multiplications; parameter estimation; recursive least-squares method; Adaptive filters; Equations; Information science; Lattices; Parameter estimation; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Circuits and Systems, 1995. ISCAS '95., 1995 IEEE International Symposium on

Conference_Location

Seattle, WA

Print_ISBN

0-7803-2570-2

Type

conf

DOI

10.1109/ISCAS.1995.521526

Filename

521526