• DocumentCode
    811798
  • Title

    The generalized H-lattice filter and estimation of the ARMA models

  • Author

    Yarman-Vural, Fatos ; Wawrzynski, Denise ; Çetin, A. Enis

  • Author_Institution
    Dept. of Electr. Eng., Middle East Tech. Univ., Ankara, Turkey
  • Volume
    37
  • Issue
    1
  • fYear
    1989
  • fDate
    1/1/1989 12:00:00 AM
  • Firstpage
    147
  • Lastpage
    151
  • Abstract
    A class of lattice filters, the generalized H-lattice filters is introduced. The generalized H-lattice filters can represent the autoregressive moving-average (ARMA) models and they can be used for the modeling and analysis of the ARMA stochastic process
  • Keywords
    estimation theory; filtering and prediction theory; filters; stochastic processes; ARMA models; H-lattice filter; autoregressive moving-average; estimation; stochastic process; Delay; Filters; Frequency; Harmonic analysis; Lattices; Minimax techniques; Parameter estimation; Power measurement; Recursive estimation; Spline;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/29.17518
  • Filename
    17518
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=811798