Arma Modeling of Signals in the Time Domain

Abstract

This thesis develops an iterative algorithm for the design of ARMA models of signals in the time domain. The algorithm is based on optimization techniques, particularly a gradient technique known as the restricted step method is used. The new algorithm is called the iterative Prony method, and the results obtained using this new method are compared to those obtained using the iterative prefiltering algorithm. The thesis shows that the performance of the iterative Prony method is in most of the cases comparable or superior to that of the iterative prefiltering algorithm. Iterative prony, ARMA Modeling, Acoustic modeling, Iterative prefiltering, Time domain modeling.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1992
Accession Number
ADA260380

Entities

People

  • Carlos H. Velasco

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Ground and Sea Platforms

DTIC Thesaurus Topics

  • Acoustic Signals
  • Algorithms
  • Artificial Intelligence
  • Classification
  • Computers
  • Data Sets
  • Electrical Engineering
  • Engineering
  • Equations
  • Numbers
  • Optimization
  • Security
  • Signal Processing
  • Sonar Signals
  • Time Domain
  • Transfer Functions
  • United States

Fields of Study

  • Engineering

Readers

  • Computational Fluid Dynamics (CFD)
  • Linear Algebra
  • Statistical inference.