• DocumentCode
    1550946
  • Title

    Inherent matrix identities on ARMA lattice filter realization algorithm and their application

  • Author

    Haseyama, Miki ; Kitajima, Hideo

  • Author_Institution
    Sch. of Eng., Hokkaido Univ., Sapporo, Japan
  • Volume
    45
  • Issue
    9
  • fYear
    1997
  • fDate
    9/1/1997 12:00:00 AM
  • Firstpage
    2395
  • Lastpage
    2398
  • Abstract
    Presents the matrix identities that are inherent in the solution of the normal equations for an ARMA lattice filter. This derivation also makes clear the relationship between the recursive least squares (RLS) method and the ARMA lattice filter realization algorithm. Further, as an application of the matrix identities, a new method for model identification with frequency weighting (MIFW) is presented
  • Keywords
    autoregressive moving average processes; lattice filters; least squares approximations; matrix algebra; ARMA lattice filter realization algorithm; RLS method; frequency weighting; inherent matrix identities; matrix identities; model identification; recursive least squares; Computational efficiency; Equations; Filters; Frequency; Lattices; Least squares methods; Resonance light scattering;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.622964
  • Filename
    622964
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1550946