Title :
Normalized ARMA Schur algorithm
Author :
Kwan, Hon Keung ; Lui, Ying Chun
Author_Institution :
Dept. of Electr. & Electron. Eng., Hong Kong Univ., Hong Kong
Abstract :
A Schur-type algorithm for estimating the one-dimensional autoregressive moving average (ARMA) model from the correlations of the observed inputs and outputs of an unknown system is proposed. The algorithm represents a faster alternative to conventional methods. It is characterized by flexibility in the arrangement of order-update operations, and the simplicity and modularity of the computational architecture. The substantial amount of parallelism contained in the algorithm makes it suitable for VLSI implementation
Keywords :
filtering and prediction theory; matrix algebra; parallel algorithms; signal processing; ARMA Schur algorithm; ID ARMA model; VLSI implementation; autoregressive moving average; computational architecture; modularity; order-update operations; Computer architecture; Concurrent computing; Context modeling; Employment; Lattices; Parallel processing; Solid modeling; Very large scale integration;
Conference_Titel :
Circuits and Systems, 1989., Proceedings of the 32nd Midwest Symposium on
Conference_Location :
Champaign, IL
DOI :
10.1109/MWSCAS.1989.102047
