| his dissertation has conducted a through investigation on several important aspects, from development of new algorithms and computer simulations to the structure analysis of information matrices and the analysis of algorithms' performance, to demonstrate the advantages of using difference operators (or the so called ;First, two new types of difference operator based algorithms for time-series modeling and system identification have been developed. The difference operator based modified Yule-Walker equation algorithms for AR estimation of an ARMA process developed in this dissertation can accurately estimate the AR parameters from a very noisy ill-conditioned AR process. The newly-developed ;The issue of the conditioning of information matrices in the ;Also in this dissertation, we have conducted the performance analyses of most FIR and IIR type algorithms developed in the... |
