Evaluation of the Steiglitz algorithm for estimating the parameters of an ARMA process.
William J. DoneCraig K. RushforthPublished in: ICASSP (1979)
Keyphrases
- dynamic programming
- high accuracy
- maximum likelihood estimation
- preprocessing
- expectation maximization
- times faster
- detection algorithm
- experimental evaluation
- input data
- parameter adjustment
- parameter selection
- optimization process
- recognition algorithm
- parameter estimation
- theoretical analysis
- particle swarm optimization
- worst case
- computational cost
- cost function
- learning algorithm
- neural network
- em algorithm
- objective function
- search space
- improved algorithm
- k means
- levenberg marquardt
- evaluation process
- optimal parameters
- data structure
- matching process
- maximum likelihood
- matching algorithm
- tree structure
- significant improvement
- segmentation algorithm
- simulated annealing