FAST ALGORITHM OF THE LEVINSON TYPE FOR ARMA PROCESSES.

被引：0
|
作者：
Dickinson, Bradley W.
机构：
来源：
Welding in the World, Le Soudage Dans Le Monde | 1979年
关键词：
D O I：
暂无
中图分类号：
T [工业技术]; C93 [管理学];
学科分类号：
08 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Consideration is given to the solution of a kind of linear system of equations arising in linear least squares estimation of autoregressive-moving average (ARMA) processes. The covariance matrix of such a process is involved and it is associated with a rational power spectral density function. The amount of computation required by the Levinson-type algorithm presented grows linearly with n, the number of equations, for n sufficiently large.
引用
收藏
页码：169 / 173
相关论文
共 50 条
  • [1] NORMALIZED ARMA LEVINSON ALGORITHM
    KWAN, HK
    LUI, YC
    1989 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOLS 1-3, 1989, : 234 - 237
  • [2] ARMA REPRESENTATION OF RANDOM PROCESSES.
    Samaras, Elias
    Shinozuka, Masanobu
    Tsurui, Akira
    Journal of Engineering Mechanics, 1985, 111 (03) : 449 - 461
  • [3] SIMPLIFIED RECURSIVE IDENTIFIER FOR ARMA PROCESSES.
    Farsi, M.
    Karam, K.Z.
    Warwick, K.
    1984, (20)
  • [4] POLE IDENTIFICATION OF ARMA PROCESSES BY EXTENDED LEVINSON RECURSION
    MARTINELLI, G
    ORLANDI, G
    BURRASCANO, P
    IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1986, 33 (03): : 348 - 350
  • [5] FAST ALGORITHM OF CHANDRASEKHAR TYPE FOR ARMA MODEL IDENTIFICATION
    DU, XC
    BRELLA, A
    LONGCHAMP, R
    AUTOMATICA, 1992, 28 (05) : 927 - 934
  • [6] A LEVINSON-TYPE ALGORITHM FOR MODELING FAST-SAMPLED DATA
    VIJAYAN, R
    POOR, HV
    MOORE, JB
    GOODWIN, GC
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1991, 36 (03) : 314 - 321
  • [7] AR AND ARMA IDENTIFICATION ALGORITHMS OF LEVINSON TYPE - AN INNOVATIONS APPROACH
    BENVENISTE, A
    CHAURE, C
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1981, 26 (06) : 1243 - 1261
  • [8] A fast estimation method for ARMA processes
    Sabiti, JK
    AUTOMATICA, 1996, 32 (02) : 235 - 239
  • [9] Fast estimation method for ARMA processes
    Universite Libre de Bruxelles, Brussels, Belgium
    Automatica, 2 (235-239):
  • [10] INSTRUMENT FOR STUDYING FAST ELECTROCHEMICAL PROCESSES.
    Kozov, V.P.
    Kovaleva, O.V.
    Soviet surface engineering and applied electrochemistry, 1986, (06): : 83 - 86
12345