Title :
Recursive ladder algorithms for ARMA modeling
Author :
Lee, D.T.L. ; Friedlander, B. ; Morf, M.
Author_Institution :
IBM San Jos
Abstract :
The extension of the all-pole (AR) exact least-squares ladder algorithms to the pole-zero (ARMA) case is presented. The algorithms are based on a general set of recursions obtained by a geometric approach. The recursions obtained are square-root normalized and have much simpler structures than the unnormalized case. The white input as well as the possibly non-white unknown input case are discussed.
Keywords :
Adaptive equalizers; Computational complexity; Control systems; Equations; Information systems; Line enhancers; Linear systems; Noise cancellation; Recursive estimation; Technological innovation;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.271998
