The Most Efficient Implementation of the IQML Algorithm

IEEE Transactions on Signal Processing

Volumn 42, Issue 8, 1994, Pages 2203-2204

  Hua, Yingbo ^a  

^a UNIVERSITY OF MELBOURNE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL COMPLEXITY; COMPUTATIONAL METHODS; EIGENVALUES AND EIGENFUNCTIONS; ESTIMATION; INVERSE PROBLEMS; ITERATIVE METHODS; MATRIX ALGEBRA; REDUNDANCY; SIGNAL PROCESSING;

EIGENDECOMPOSITION PROPERTY; ITERATIVE QUADRATIC MAXIMUM LIKELIHOOD ALGORITHM; ORDER DECOMPOSITIONS; STEIGLITZ MCBRIDE ALGORITHM;

ALGORITHMS;

EID: 0028484171     PISSN: 1053587X     EISSN: 19410476     Source Type: Journal    
DOI: 10.1109/78.301861     Document Type: Article

References (8)

1. R. Kumaresan, L. L. Scharf, and A. K. Shaw, “An algorithm for pole-zero modelling and spectral analysis,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 637–640, June 1986.
2. Y. Bresler and A. Macovski, “Exact maximum likelihood parameter estimation of superimposed signals in noise,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 1081–1089, Oct. 1986.
3. A. G. Evans and R. Fischl, “Optimal least squares time-domain synthesis of recursive digital filters,” IEEE Trans. Audio Electroacoust., vol. AE-21, pp. 61–65, Feb. 1973.
4. K. Steiglitz and L. E. McBride, “A technique for the identification of linear systems,” IEEE Trans. Automat. Contr., vol. AC-10, pp. 461–464, Oct. 1965.
5. J. H. McClellan and D. Lee, “Exact equivalence of the Steiglitz-McBride iteration and IQML,” IEEE Trans. Signal Processing, vol. 39, pp. 509–512, Feb. 1991.
6. M. Clark and L. L. Scharf, “On the complexity of IQML algorithms,” IEEE Trans. Signal Processing, vol. 40, pp. 1811–1813, July 1992.
7. G. H. Golub and C. F. VanLoan, Matrix Computations. Baltimore, MD: Johns Hopkins University Press, 1983.
8. C. P. Rialan and L. L. Scharf, “Fast algorithms for computing QR and Cholesky factors of Toeplitz operators,” IEEE Trans. Acoust., Speech, Signal Processing, vol. 36, no. 11, pp. 1740–1748, Nov. 1988.