Exact equivalence of iterative pre-filtering and IQML
James H. McClellan, D. Lee · 2002
The iterative prefiltering algorithm of Steiglitz and 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.>