Computationally Fast Algorithms for ARMA Spectral Estimation,
Abstract
Various procedures for effecting a rational spectral model of a stationary time series are presented. In particular, the new high performance ARMA modeling method is detailed and its superior spectral estimation performance relative to the AR maximum entropy and Box-Jenkins ARMA method is demonstrated. The major contribution of this report is the development of a super fast adaptive algorithm for implementing the high performance ARMA algorithm thereby making real time estimates feasible. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1981
- Accession Number
- ADA102489
Entities
People
- James A. Cadzow
- Koji Ogino
Organizations
- Virginia Tech