• DocumentCode
    839736
  • Title

    Recursive ladder algorithms for ARMA modeling

  • Author

    Lee, Daniel T L ; Friedlander, Benjamin ; Morf, Martin

  • Author_Institution
    Hewlett-Packard Laboratories, Palo Alto, CA, USA
  • Volume
    27
  • Issue
    4
  • fYear
    1982
  • fDate
    8/1/1982 12:00:00 AM
  • Firstpage
    753
  • Lastpage
    764
  • 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. Special cases of white input and unknown input are also discussed.
  • Keywords
    Autoregressive moving-average processes; Ladder estimation; Least-squares methods; Recursive estimation; Adaptive equalizers; Adaptive systems; Equations; Helium; Information systems; Laboratories; Linear systems; Recursive estimation; Speech processing; Technological innovation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1982.1103038
  • Filename
    1103038
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=839736