Title :
ARMA estimation by the classical predictor
Author :
Martinelli, G. ; Orlandi, G. ; Burrascano, P.
fDate :
5/1/1985 12:00:00 AM
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;
Journal_Title :
Circuits and Systems, IEEE Transactions on
DOI :
10.1109/TCS.1985.1085730
