TLS-based prefiltering technique for time-domain ARMA modeling - Info and Reading Options
By Monique P. Fargues
"TLS-based prefiltering technique for time-domain ARMA modeling" was published by Naval Postgraduate School in 1994 - Monterey, Calif, it has 17 pages and the language of the book is English.
“TLS-based prefiltering technique for time-domain ARMA modeling” Metadata:
- Title: ➤ TLS-based prefiltering technique for time-domain ARMA modeling
- Author: Monique P. Fargues
- Language: English
- Number of Pages: 17
- Publisher: Naval Postgraduate School
- Publish Date: 1994
- Publish Location: Monterey, Calif
“TLS-based prefiltering technique for time-domain ARMA modeling” Subjects and Themes:
- Subjects: MATHEMATICAL MODELS - APPLIED MATHEMATICS - SIGNAL PROCESSING - TIME DOMAIN - TIME SERIES ANALYSIS
Edition Specifications:
- Pagination: 17 p. :
Edition Identifiers:
- The Open Library ID: OL25500556M - OL16878223W
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"TLS-based prefiltering technique for time-domain ARMA modeling" Description:
The Open Library:
Modeling time-series with linear pole-zero AutoRegressive-Moving Average (ARMA) models has numerous applications in signal processing. This problem is in general non-linear and most ARMA modeling techniques are iterative in nature. The Iterative Prefiltering (IP) method has the advantage of computing potential non-minimum phase representations which may be useful in time-domain modeling. The original IP minimization procedure is an ill-conditioned problem which has classically been solved using a leastsquares approach. This work presents a modification of the classical IP technique in which the least-squares iteration step is replaced by a Total Least Squares (TLS) step to take advantage of the statistical properties of the TLS method. Results show that improvements in the modeling performances may be obtained by using the TLS-based IP method when modeling signals distorted by white Gaussian noise. ARMA modeling, Total least squares, Transient modeling.
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