Title :
A realization method of an ARMAX lattice filter
Author :
Haseyama, Miki ; Hirohku, Tohru ; Kitajima, Hideo
Author_Institution :
Fac. of Eng., Hokkaido Univ., Sapporo, Japan
fDate :
30 Apr-3 May 1995
Abstract :
In this paper, a method for realization of an ARMAX lattice filter is proposed. Since the ARMAX model is a standard tool in control, it is significant to solve ARMAX model identification problems and the proposed algorithm can solve it. One of the recursive least-squares methods for the ARMAX model identification is the ELS (Extended Least Squares). If the ELS is applied to the ARMAX model identification, it uses o(N2) multiplications, where N Δ= AR order + MA order + X order. By using the proposed realization method, o(N) multiplications are needed for the ARMAX model identification
Keywords :
autoregressive moving average processes; computational complexity; filtering theory; lattice filters; least squares approximations; matrix algebra; recursive estimation; ARMAX lattice filter; ARMAX model identification problem; extended least squares method; multiplications; parameter estimation; recursive least-squares method; Adaptive filters; Equations; Information science; Lattices; Parameter estimation; White noise;
Conference_Titel :
Circuits and Systems, 1995. ISCAS '95., 1995 IEEE International Symposium on
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2570-2
DOI :
10.1109/ISCAS.1995.521526
