Improvement of the numerical stability of ARMA fast transversal filter

ARMA 고속 transversal 필터의 수리적 안정성 개선

ARMA fast Transversal filter(FTF) algorithm solves the extended least squres estimation problems in a very efficient way. But unfortunately, it exhibits a very unstable behavior, due to the accumulation of round-off errors. So, in this paper, two effective method to stabilize ARMA FTF algorithm is proposed. They are based on the analysis of the propagation of the numerical errors according to a first order linear model. The proposed methods modify the numerical properties of the variables responsible for the numerical instability, while proeserving the theoretical form of the algorithm. The proposed algorithms still have the nice complexity properties of the original algorithm, but have a much more stable brhavior.