Accession Number : ADA260380


Title :   Arma Modeling of Signals in the Time Domain


Descriptive Note : Master's thesis


Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA


Personal Author(s) : Velasco, Carlos H


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a260380.pdf


Report Date : Dec 1992


Pagination or Media Count : 76


Abstract : 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. Iterative prony, ARMA Modeling, Acoustic modeling, Iterative prefiltering, Time domain modeling.


Descriptors :   *ALGORITHMS , *COMPUTERIZED SIMULATION , *TIME DOMAIN , *SONAR SIGNALS , OPTIMIZATION , MODELS , GRADIENTS , THESES , LINEAR FILTERING , ACOUSTIC SIGNALS , ACOUSTICS , ITERATIONS


Subject Categories : Statistics and Probability
      Acoustic Detection and Detectors


Distribution Statement : APPROVED FOR PUBLIC RELEASE