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
Link To Document