Exact Equivalence of the Steiglitz-McBride Iteration and IQML

IEEE Transactions on Signal Processing

Volumn 39, Issue 2, 1991, Pages 509-512

  McClellan, J H ^a   Lee, D ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES - ESTIMATION; SIGNAL FILTERING AND PREDICTION;

ITERATIVE QUADRATIC MAXIMUM LIKELIHOOD ALGORITHM; STEIGLITZ-MCBRIDE ALGORITHM;

COMPUTER PROGRAMMING;

EID: 0026105394     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.80841     Document Type: Article

References (6)

1. K. Steiglitz and L. E. McBride, “A technique for the identification of linear systems,” IEEE Trans. Automat. Contr., vol. AC-10, pp. 461–464, 464, Oct. 1965.
2. A. G. Evans and R. Fischl, “Optimal least squares time-domain synthesis of recursive digital filters,” IEEE Trans. Audio Electroacoust., vol. AU-21, 61–65, Feb. 1973.
3. S. M. Kay, “Accurate frequency estimation at low SNR,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-32, pp. 540–547, June 1984.
4. L. L. Scharf, R. Kumaresan, and A. K. Shaw, “An algorithm for polezero zero modeling and spectral analysis,” IEEE Trans. Acoust., Speech, Signal vol. ASSP-34, pp. 637-640, June 1986.
5. Y. Bresler and A. Macovski, “Exact maximum likelihood parameter estimation of superimposed exponential signals in noise,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 1081–1089, Oct. 1986.
6. P. Stoica and T. Söderström “The Steiglitz-McBride identification algorithm revisited—convergence analysis and accuracy aspects,” IEEE Trans. Automat. Contr., vol. AC-26, pp. 712–717, June 1981.