An Adaptive ARMA Spectral Estimator. Part 2.

Abstract

This paper presents a recursive algorithmic implementation of the prewindowed high performance method of ARMA spectral modeling as described in Part 1. This algorithm provides updates of the ARMA models optimal autoregressive coefficients (in actuality prediction errors) as each new data point becomes available. The algorithm is computationally fast in the sense that it requires O(p) multiplications and additions for each update. It is shown that this fast recursive algorithm may be implemented using a lattice filter arrangement, and it therefore exhibits several of the 'nice' properties associated with lattice type algorithms such as numerical robustness and good convergence properties. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1981
Accession Number
ADA101870

Entities

People

  • James A. Cadzow
  • Randolph L. Moses

Organizations

  • Virginia Tech

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Coefficients
  • Data Science
  • Electrical Engineering
  • Engineering
  • Equations
  • Estimators
  • Hilbert Space
  • Information Science
  • Military Research
  • Signal Processing
  • Square Roots
  • Statistical Algorithms
  • Statistics
  • Theorems
  • Time Intervals
  • Transfer Functions

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Materials Science and Engineering.