A rapid algorithm for on-line and real-time ARMA modeling

We introduce a new practical method of on-line and real-time ARMA modeling. In this method a very high order AR model is used to approach the ARMA model. The multiplication of multi lower order AR models are used to replace the high order AR model, and the cascading linear systems are used to resolve the multiplication of the AR models. The lower order and linear algorithm can achieve the on-line and real-time resolution. The modeling experiments for some systems have proved that the method is effective, and the prediction based on the method also has higher precision. This method has been used to improve GPS positioning precision to achieve some better results