Performance analysis of new least squares ARMA lattice modeling algorithms

At the ICASSP'86 conference in Tokyo we introduced a new efficient ARMA lattice structure that is fully consistent with the geometrical characteristics of the AR and MA lattice structures in that it is realized in terms of a fully orthogonal set of lattice vectors and it evaluates all optimal ARMA filters of lower order than a given maximum order. In that same paper we briefly described a class of RLS algorithms for the evaluation of the ARMA lattice filter coefficients. In this paper that class of algorithms is expanded and the numerical properties of the algorithms are investigated. Practical implementation issues are also discussed.