Title
Exact equivalence of the Steiglitz-McBride iteration and IQML
Abstract
The exact equivalence of the Steiglitz-McBride mode-1 algorithm and the iterative quadratic maximum likelihood algorithm (IQML) is demonstrated. Other methods, published earlier by L. L. Scharf et al. (1986) and by A.G. Evans and R. Fischl (1973), are also known to give the same equations and answer as IQML. Hence, all these methods are equivalent to the Steiglitz-McBride iteration. Since the IQML method was originally formulated to solve a multiple measurement case, an extended version of the Steiglitz-McBride mode-1 algorithm, applicable to the multiple measurement case, is also stated and shown to be equivalent to the general form of IQML
Year
DOI
Venue
1991
10.1109/78.80841
IEEE Transactions on Signal Processing
Keywords
Field
DocType
iterative methods,signal processing,Steiglitz-McBride iteration,Steiglitz-McBride mode-1 algorithm,iterative quadratic maximum likelihood algorithm,multiple measurement case,signal processing
Signal processing,Mathematical optimization,Maximum likelihood algorithm,Iterative method,Quadratic equation,Equivalence (measure theory),Mathematics
Journal
Volume
Issue
ISSN
39
2
1053-587X
Citations 
PageRank 
References 
17
10.15
1
Authors
2
Name
Order
Citations
PageRank
J.H. McClellan11710.15
D. Lee23613.46