格形滤波器在ARMA模型辨识中的应用

Lattice Filter Application in ARMA Model Identification

本文总结了近年来发展的ARMA模型格形辨识算法。基于运用格形滤波器的特性来获得ARMA模型格形辨识算法的思路,着重分析了三种典型算法及其性能,给出了稳定判据,最后指出了今后的发展方向。

This paper sums up the lattice identification algorithms of ARMA model, which are developed in recent years. Based on the thought by which the lattice identification algorithms of ARMA model using lattice filter properties are obtained, the author, analyses three algorithms and their properties, gives a stability determining criterion and puts-forward the development direction in future.