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A New Overfitting Lattice Filter for ARMA Parameter Estimation with Additive Noise
Weimin SUN Takashi YAHAGI
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Publication Date: 1992/02/25
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Digital Signal Processing
digital signal processing, modeling and simulation,
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This paper presents a new method for estimating lattice parameters of a system with additive white noise. A new lattice structure filter is used to reduce the effect of additive white noise, and then, an overfitting lattice filter is proposed to obtain the ARMA parameters by using the estimated lattice parameters with additive white noise.