Title :
Embedment of the recursive least squares lattice algorithms
Author_Institution :
Dalian Maritime Univ., China
Abstract :
An ARMA model is embedded in a two-channel AR model of joint input-output process, with the input white noise unknown. The derivational algorithm, of the AR model proves that the input time series could be used to estimate the input white noise, thus giving the ARMA modelling algorithm
Keywords :
filtering and prediction theory; least squares approximations; series (mathematics); white noise; ARMA model; derivational algorithm; input time series; input white noise; joint input-output process; recursive least squares lattice algorithms; two-channel AR model; Convergence; Covariance matrix; Error correction; Filters; Lattices; Least squares approximation; Least squares methods; Reflection; Speech synthesis; White noise;
Conference_Titel :
Circuits and Systems, 1991. Conference Proceedings, China., 1991 International Conference on
Conference_Location :
Shenzhen
DOI :
10.1109/CICCAS.1991.184298
