Adaptive ARMA (Autoregressive Moving Average) Lattice Filter Based on a Generalized Mullis-Roberts Criterion

摘要

In this thesis, an adaptive lattice algorithm is derived for an ARMA digital lattice filter, whose parameters are estimated using a generalized Mullis-Roberts criterion for parameter estimation. Design of the ARMA lattice filter based on this generalized criterion is studied as is the accuracy of the parameter estimation algorithm used in its design. Application of the derived lattice algorithm to system identification modeling is demonstrated through computer simulation of various system identification problems. Keywords include: Adaptive, Filter, ARMA, Lattice, and Modeling. (RH)