확장 기구 변수법의 특성 해석 및 전치 윈도우형 격자구조 실현 = Analysis and Prewindowed Lattice Implementation of Extended Instrumental Variable Methods

다국어 초록 (Multilingual Abstract)

The extended instrumental variable(EIV) method for ARMA spectral estimation was presented for improving the convergence property of ELS and RML which have slow convergence in MA parameters. In this paper, analysis of numerical properties and lattice implementation of EIV for high resolution spectral analysis has been researched as follows
(1) Improve performance of EIV using he prefilter,
(2) Prove the convergence of EIV using ordinary differential equations,
(3) Prove the unbiasness of EIV using the whiteness property of residual processes,
(4) Derive prewindowed type lattice algorithms which are computationally efficient (o(p) operations required) and profitable in VLSI circuit implementation.

목차 (Table of Contents)

• Ⅰ. 서 론
• Ⅱ. ARMA 모델을 이용한 스팩트럼 해석
• Ⅲ. 확장 기구 변수법
• Ⅳ. 확장 기구 변수법의 해석
• Ⅴ. 사영 연산자의 유도
• Ⅵ. EIV의 격자구조 알고리즘
• Ⅶ. 시뮬레이션 및 검토
• Ⅷ. 결 론