• DocumentCode
    1617914
  • Title

    Normalized ARAM Levinson algorithm

  • Author

    Kwan, Hon Keung ; Lui, Ying Chun

  • Author_Institution
    Dept. of Electr. Eng., Windsor Univ., Ont., Canada
  • fYear
    1989
  • Firstpage
    234
  • Abstract
    A Levinson-type algorithm is proposed for estimating the one-dimensional autoregressive moving average (ARMA) model from the observed inputs and outputs of an unknown system. The algorithm is capable of computing models of any AR order and MA order with arbitrary arrangement of order-update recursions. When the input is a white process, the algorithm yields a lattice model that is canonic with respect to the number of parameters. Numerical examples are included to verify the formulation
  • Keywords
    identification; signal processing; statistical analysis; time series; 1D ARMA model; AR order; ARAM Levinson algorithm; MA order; autoregressive moving average; lattice model; normalised algorithm; order-update recursions; signal processing; white process input; Computer architecture; Error correction; Lattices; Polynomials; Solid modeling; Very large scale integration;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Circuits and Systems, 1989., IEEE International Symposium on
  • Conference_Location
    Portland, OR
  • Type

    conf

  • DOI
    10.1109/ISCAS.1989.100334
  • Filename
    100334
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1617914