Title :
A principal component approach for adaptive ARMA model identification
Author :
Heidarian, Kambiz ; Hu, Ya
Author_Institution :
Southern Methodist University, Dallas, Texas
Abstract :
This paper presents a numerically stable method for adaptive ARMA model parameter identification. Our approach derives the data adaptive formulation of a novel principal component based system identification method proposed by K.S. Arun. It is shown that the new method exhibits significant performance gain.
Keywords :
Adaptive filters; Covariance matrix; Parameter estimation; Performance gain; Signal analysis; Speech analysis; Speech processing; Speech recognition; Transfer functions; Vectors;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
DOI :
10.1109/ICASSP.1987.1169815
