• DocumentCode
    3070792
  • Title

    Square root normalized feedback ladder algorithm for the identification of moving average systems

  • Author

    Muravchik, Carlos H. ; Morf, Martin

  • Author_Institution
    Yale University, New Haven, CT
  • Volume
    9
  • fYear
    1984
  • fDate
    19-21 March 1984
  • Firstpage
    236
  • Lastpage
    239
  • Abstract
    We have presented a square root normalized version of the feedback ladder algorithm for the identification of the parameters of a moving average model. The number of equations needed is reduced from eight in the unnormalized case to just five. The complexity of the equations increases but the procedure is justified because it seems to lead to a more convenient hardware realization. Moreover, this realization would be completely similar (for the backward and forward residuals lines) to the CORDIC processors implementation already proposed for the feedlorward ladder algorithms (FFLA). A possible disadvantage is that three of the variables used may have magnitudes greater than one. However the essential feature of the FBLA, that of being able to read out directly the estimated coefficients of the -monic-polynomial model is not modified.
  • Keywords
    Covariance matrix; Feedback; Flow graphs; Hardware; Iterative methods; Least squares approximation; Least squares methods; Nonlinear equations; Parameter estimation; Very large scale integration;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '84.
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/ICASSP.1984.1172390
  • Filename
    1172390