Title :
Parameter Estimation of the AR Model Based on Interval Analysis
Author :
Yang Wei-feng ; Zeng Fang-ling
Author_Institution :
Key Lab. of Electron. Restriction, Electron. Eng. Inst., Hefei
Abstract :
The reasons why interval analysis is used in parameter estimation are discussed, then the interval algorithm is presented for parameter estimation of a AR model in the unknown-but-bounded (UBB) error context. The basic information of the MATLAB toolbox-INTLAB is introduced, and the INTLAB is applied to the numerical example which based on the presented algorithm. The simulation shows the effectiveness and feasibility of the algorithm.
Keywords :
autoregressive processes; error analysis; mathematics computing; parameter estimation; INTLAB; MATLAB; autoregressive model; interval analysis; parameter estimation; unknown-but-bounded error context; Algorithm design and analysis; Context modeling; Error analysis; Frequency selective surfaces; Information analysis; Mathematical model; Parameter estimation; Probability; Signal processing algorithms; White noise; AR model; interval analysis; parameter estimation; unknown-but-bounded (UBB);
Conference_Titel :
Intelligent Information Technology Application Workshops, 2008. IITAW '08. International Symposium on
Conference_Location :
Shanghai
Print_ISBN :
978-0-7695-3505-0
DOI :
10.1109/IITA.Workshops.2008.124
