DocumentCode
1192683
Title
ARMA estimation by the classical predictor
Author
Martinelli, G. ; Orlandi, G. ; Burrascano, P.
Volume
32
Issue
5
fYear
1985
fDate
5/1/1985 12:00:00 AM
Firstpage
506
Lastpage
507
Abstract
The relation between the parameters of an ARMA process and those of the equivalent AR process is investigated. On the basis of this relation an algorithm is proposed for determining the ARMA parameters from the values of the taps of the predictor obtained by applying any of the classical methods to the process under consideration.
Keywords
Autoregressive moving-average processes; Prediction methods; Computational efficiency; Digital filters; Equations; Lattices; Parameter estimation; Poles and zeros; Signal processing; Transfer functions; Vectors; White noise;
fLanguage
English
Journal_Title
Circuits and Systems, IEEE Transactions on
Publisher
ieee
ISSN
0098-4094
Type
jour
DOI
10.1109/TCS.1985.1085730
Filename
1085730
Link To Document