Global optimal IIR filter design and ARMA estimation using homotopy continuation methods

Author

Stonick, Virginia L. ; Alexander, S. Thomas

Author_Institution

Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC, USA

fYear

1990

fDate

3-6 Apr 1990

Firstpage

1325

Abstract

A method is presented for minimum mean square error (MMSE) pole-zero modeling which computes the parameter estimates at the absolute minimum of the MSE surface. Homotopy continuation methods are used to systematically find the set of all stationary points from which the global minimum is selected. The number of stationary points is expressed as a function of the number of data samples used in computing the estimate. These methods are applied to IIR (infinite impulse response) filter design and autoregressive moving-average (ARMA) estimation for first order models and are compared to previous approaches

Keywords

digital filters; least squares approximations; parameter estimation; poles and zeros; ARMA estimation; autoregressive moving-average; filter design; first order models; global minimum; global optimum IIR filter; homotopy continuation methods; infinite impulse response; minimum mean square error; parameter estimates; pole-zero modeling; stationary points; IIR filters; Iterative algorithms; Iterative methods; Mean square error methods; Newton method; Nonlinear equations; Parameter estimation; Poles and zeros; Signal processing; State estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1990. ICASSP-90., 1990 International Conference on

Conference_Location

Albuquerque, NM

ISSN

1520-6149

Type

conf

DOI

10.1109/ICASSP.1990.115623

Filename

115623