Exact equivalence of iterative pre-filtering and IQML

J. H. McClellan, D. Lee

Research output: Contribution to journalConference articlepeer-review

Abstract

The iterative prefiltering algorithm of K. Steiglitz and L. E. McBride (1965) is rederived in a new form that demonstrates its exact equivalence to the iterative quadratic maximum-likelihood (IQML) algorithm. Since the IQML method was originally formulated to solve a multiple measurement case, an extended version of iterative prefiltering applicable to the multiple measurement case is also stated and shown to be equivalent to the general form of IQML.

Original languageEnglish
Pages (from-to)621-623
Number of pages3
JournalProceedings - IEEE International Symposium on Circuits and Systems
Volume1
StatePublished - 1990
Event1990 IEEE International Symposium on Circuits and Systems Part 4 (of 4) - New Orleans, LA, USA
Duration: 1 May 19903 May 1990

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