Title :
Estimation of ARMA models using generalized H-lattice filters
Author :
Sharma, Piyare Lal
Author_Institution :
Dept. of Electr. Eng., Wisconsin Univ., Platteville, WI, USA
Abstract :
Various lattice structures for implementing adaptive recursive filters are discussed. They include the generalized H-lattice filter. In this filter, the unit delay operator in the normal lattice is replaced by an all-pole filter. The adaptive recursive filters described have properties of stability and fast convergence that can be put to good use in real-time applications
Keywords :
adaptive filters; convergence; digital filters; filtering and prediction theory; identification; stability; ARMA models; adaptive recursive filters; all-pole filter; fast convergence; generalized H-lattice filters; real-time applications; stability; Adaptive filters; Delay; Digital filters; Equations; Finite impulse response filter; IIR filters; Lattices; Mean square error methods; Recursive estimation; Transversal filters;
Conference_Titel :
Circuits and Systems, 1989., Proceedings of the 32nd Midwest Symposium on
Conference_Location :
Champaign, IL
DOI :
10.1109/MWSCAS.1989.102054
