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   Vol.E75-A   No.2   pp.247-254
Publication Date: 1992/02/25
Online ISSN: 
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Digital Signal Processing
digital signal processing,  modeling and simulation,  

Full Text: PDF>>
Buy this Article

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.