TLS-based prefiltering technique for time-domain ARMA modeling
By: by Monique P. Fargues
Contributors: Naval Postgraduate School (U.S.). Dept. of Electrical and Computer Engineering
Publisher: Naval Postgraduate School; Available from National Technical Information Service
Published: 1994
Place of publication: Monterey, Calif; Springfield, Va
Language: eng
Number of pages: 17
Subjects: MATHEMATICAL MODELS; APPLIED MATHEMATICS; SIGNAL PROCESSING; TIME DOMAIN; TIME  SERIES ANALYSIS
Other titles: NPS-EC-94-009.
Description: 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.
Notes: Cover title.

"NPS-EC-94-009."

"August 15, 1994."

AD A284 525.

Includes bibliographical references (p. 15-16).

aq/aq cc:9116 03/21/97.