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Fraunhofer IIS Alawieh

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16 Sep 2009 Exact Negative Log-likelihood of ARMA models via Kalman Filtering Computation of the exact negative log-likelihood of ARMA models using the Kalman Filter Author: Statovic

the program is well written, but i believe the state space representation is wrong.
 Though the implemented part is as mentioned in the refernce paper still , I argue about the 'R' in arma_ConvertToSS

Taking the MA parameters directly is not the proper representation.
instead R=[ c1-a1;c2- a2-( c1-a1);.....];

' SPECTRAL ESTIMATION FOR NOISY SIGNALS OBSERVED THROUGH A LINEAR SYSTEM' Check this paper
15 Sep 2009 Exact Negative Log-likelihood of ARMA models via Kalman Filtering Computation of the exact negative log-likelihood of ARMA models using the Kalman Filter Author: Statovic
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lms channel isi intersymol interference approximation fading ada
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01 Dec 2005 Screenshot LMS Adaptation Training Equalizer Short program showing LMS Equalization Author: Avetis Ioannisyan lms channel isi inter..., system identification 20 11
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