제어로봇시스템학회:학술대회논문집
- 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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- Pages.427-430
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- 1989
ARMA스펙트럼 추정을 위한 ELS FTF 알고리즘
ELS FTF algorithm fot ARMA spectral estimation
초록
For on-line ARMA spectral estimation, the fast transversal filter algorithm of extended least squares method(ETS FTF) is presented. The projection operator, a key tool for geometric approach, is used in the derivation of the algorithm. ELS FTF is a fast time update recursion which is based on the fact that the correlation matrix of ARMA model satisfies the shift invariance property in each block, and thus it takes 10N+31 MADPR.
키워드