A New Overfitting Lattice Filter for ARMA Parameter Estimation with Additive Noise
Summary :
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.
- Publication
- IEICE TRANSACTIONS on Fundamentals Vol.E75-A No.2 pp.247-254
- Publication Date
- 1992/02/25
- Publicized
- Online ISSN
- DOI
- Type of Manuscript
- PAPER
- Category
- Digital Signal Processing
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Weimin SUN, Takashi YAHAGI, "A New Overfitting Lattice Filter for ARMA Parameter Estimation with Additive Noise" in IEICE TRANSACTIONS on Fundamentals,
vol. E75-A, no. 2, pp. 247-254, February 1992, doi: .
Abstract: 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.
URL: https://global.ieice.org/en_transactions/fundamentals/10.1587/e75-a_2_247/_p
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@ARTICLE{e75-a_2_247,
author={Weimin SUN, Takashi YAHAGI, },
journal={IEICE TRANSACTIONS on Fundamentals},
title={A New Overfitting Lattice Filter for ARMA Parameter Estimation with Additive Noise},
year={1992},
volume={E75-A},
number={2},
pages={247-254},
abstract={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.},
keywords={},
doi={},
ISSN={},
month={February},}
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TY - JOUR
TI - A New Overfitting Lattice Filter for ARMA Parameter Estimation with Additive Noise
T2 - IEICE TRANSACTIONS on Fundamentals
SP - 247
EP - 254
AU - Weimin SUN
AU - Takashi YAHAGI
PY - 1992
DO -
JO - IEICE TRANSACTIONS on Fundamentals
SN -
VL - E75-A
IS - 2
JA - IEICE TRANSACTIONS on Fundamentals
Y1 - February 1992
AB - 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.
ER -
English
