Title :
Exact equivalence of iterative pre-filtering and IQML
Author :
McClellan, J.H. ; Lee, D.
Author_Institution :
Sch. of Electr. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
The iterative prefiltering algorithm of Steiglitz and McBride (1965) is rederived in a new form that demonstrates its exact equivalence to the iterative quadratic maximum-likelihood (IQML) algorithm. Since the IQML method was originally formulated to solve a multiple measurement case, an extended version of iterative prefiltering applicable to the multiple measurement case is also stated and shown to be equivalent to the general form of IQML
Keywords :
filtering and prediction theory; iterative methods; IQML method; exact equivalence; iterative prefiltering; iterative quadratic maximum likelihood algorithm; multiple measurement; pole-zero model; Contracts; Convolution; Equations; Filtering; Finite impulse response filter; Iterative algorithms; Iterative methods; Maximum likelihood estimation; Polynomials; System identification;
Conference_Titel :
Circuits and Systems, 1990., IEEE International Symposium on
Conference_Location :
New Orleans, LA
DOI :
10.1109/ISCAS.1990.112139
