• DocumentCode
    1189174
  • Title

    Estimation of the parameters of an ARMA signal model based on an orthogonal search

  • Author

    Paarmann, Larry D. ; Korenberg, Michael J.

  • Author_Institution
    Dept. of Electr. Eng., Wichita State Univ., KS, USA
  • Volume
    37
  • Issue
    3
  • fYear
    1992
  • fDate
    3/1/1992 12:00:00 AM
  • Firstpage
    347
  • Lastpage
    352
  • Abstract
    An iterative procedure for estimating the parameters of an ARMA signal model (input not accessible) is empirically compared to the results of several other algorithms. The ARMA identifier reported includes inherent order estimation. The empirical results indicate unbiased estimates with less variance than those obtained by the other methods
  • Keywords
    iterative methods; parameter estimation; signal processing; statistics; ARMA identifier; ARMA signal model; inherent order estimation; iterative procedure; orthogonal search; parameter estimation; unbiased estimates; Equations; Iterative algorithms; Iterative methods; Lattices; Least squares methods; Maximum likelihood estimation; Parameter estimation; Signal processing; System identification; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.119634
  • Filename
    119634
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1189174