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- W1837355551 abstract "This paper proposes a method for realization of an ARMAS lattice filter. The ARMAX (autoregressive moving average model with exogenous variable) model identification is significant because the ARMAX model is a standard tool in the control field, and it can be performed by the proposed algorithm. One of the recursive least-square methods for the ARMAX model identification is the ELS (extended least squares). Applied to the ARMAX model identification, the ELS uses o(N/sup 2/) multiplications, where N/spl Delta/=AR order+MA order+X order. When the proposed realization method of the ARMAX lattice filter is used, o(M) multiplications are needed for the ARMAX model identification, where M/spl Delta/=ma." @default.
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- W1837355551 date "2002-11-19" @default.
- W1837355551 modified "2023-09-27" @default.
- W1837355551 title "A method for realization of an ARMAX lattice filter" @default.
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- W1837355551 doi "https://doi.org/10.1109/icassp.1995.479934" @default.
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