Abstract

In this paper, a new ARMA digital lattice filter is proposed. First, a new criterion is defined for designing the ARMA digital lattice filter from given stochastic data. Based on this criterion, an ARMA parameter estimation algorithm is developed. This algorithm can estimate the ARMA parameters with little calculation cost. Then, from the fast algorithm of the ARMA parameter estimation, two elementary sections of the ARMA digital lattice filter are invented. Any ARMA model with an arbitrary AR order and an arbitrary MA order can be realized by using these elementary sections. In this paper, the proposed ARMA lattice filter is compared with other fast algorithms of ARMA parameter estimation and other ARMA lattice filters. Experimental results obtained from applying this filter to model reduction problems are shown. From these results, it is shown that this ARMA lattice filter is quite useful for ARMA digital signal processing.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.