ARMA modeling of signals in the time domain
Velasco Solano, Carlos Hernando
Therrien, Charles W.
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This thesis develops an iterative algorithm for the design of ARMA models of signals in the time domain. The algorithm is based on optimization techniques, particularly a gradient technique known as the restricted step method is used. The new algorithm is called the iterative Prony method, and the results obtained using this new method are compared to those obtained using the iterative prefiltering algorithm. The thesis shows that the performance of the iterative Prony method is in most of the cases comparable or superior to that of the iterative prefiltering algorithm.
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