Miyanaga, Y, Nagai, N & Miki, N 1985, 'ARMA digital lattice filter with white gaussian input', Electronics and Communications in Japan (Part I: Communications), vol. 68, no. 8, pp. 29-37.
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AbstractThis paper presents a new synthesis method for ARMA digital lattice filters. These filters are obtained by a fast algorithm for estimation of ARMA parameters. Some fast algorithms for such estimation have already been proposed in which approximation models are derived using the input and output signals and can be applied to arbitrary input signals. Among these methods, the Mullis‐Roberts algorithm estimates the parameters by the autocorrelation coefficients and impulse response of observed signals. The method is similar to the parameter estimation using white Gaussian process for the input signals. Though the Mullin‐Roberts algorithm can estimate the parameters with less calculation cost than other algorithms, it is not suitable for designing different orders of the AR and MA parts. The fast algorithm proposed in this paper estimates the parameters with the same calculation cost as in the Mullis‐Roberts algorithm when the input signal is restricted to a white Gaussian process and obtains the ARMA parameters as the AR and MA orders are independently increased.The new ARMA lattice filter is synthesized by three prediction errors defined in the new algorithm and consists of a simpler structure than the usual filters of this type. By processing time series signals using the algorithm and the lattice filter, we show the feasibility of estimating the minimum realization for an ARMA model.
Watanabe, H, Miyanaga, Y, Miki, N & Nagai, N 1985, 'Arma spectral approximation methods with weighting functions', Electronics and Communications in Japan (Part I: Communications), vol. 68, no. 4, pp. 27-35.
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AbstractThis paper presents an approximation method of the ARMA model using frequency weighting functions that are represented by the ARMA models. The parameters of the approximate ARMA model are calculated with the order update recursion. By selecting the weighting function appropriately, the spectral approximation method weighted the polezero frequency of the original model can be obtained. The relation between the proposed approximation method and the spectral distance measures is also considered. The behavior of the proposed method is illustrated by simulation results.
Bone, D, Bachor, HA & Sandeman, RJ 1970, 'Spectral line interferometry of a laser produced Ba plasma', 15th AINSE Plasma Physics Conference.
