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Considerations of relations between RLS method and ARMA latice filter algorithm
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- Haseyama Miki
- Research Institute for Electronic Science,Hokkaido University
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- Nagai Nobuo
- Research Institute for Electronic Science,Hokkaido University
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- Miki Nobuhiro
- Research Institute for Electronic Science,Hokkaido University
Bibliographic Information
- Other Title
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- 逐次最小2乗法とARMAラティスフィルタ実現アルゴリズム
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Description
Recursive Least Square(:RLS)method is one of recursive algorithms for identification of linear systems.The RLS is easily applied to Least Square(:LS)estimation problems and its estimated solutions are stably obtained,therefore,it is often used.A realization algorithm of ARMA lattice filter is another recursive algorithm.The RLS and ARMA lattice algorithms are applied to similar problems,but they are different algorithms.In this paper, relations between them are considered.Especially,the lattice algorithm is compared with RLS method with U-D decomposition. Furthermore,we propose a model identification method with frequency weighting of low-order FIR filter by using the above derivation.
Journal
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- IEICE technical report. Circuits and systems
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IEICE technical report. Circuits and systems 93 (33), 35-40, 1993-05-20
The Institute of Electronics, Information and Communication Engineers
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Keywords
Details 詳細情報について
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- CRID
- 1570854177376464768
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- NII Article ID
- 110003198246
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- NII Book ID
- AN10013094
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- Text Lang
- ja
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- Data Source
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- CiNii Articles
