DocumentCode
2182445
Title
A new technique for ARMA system modelling
Author
Rayala, Jitendra D. ; Reddy, D.C.
Author_Institution
Dept. of Electron. & Commun. Eng., Osmania Univ., Hyderabad, India
fYear
1988
fDate
7-9 June 1988
Firstpage
1349
Abstract
A technique for determining autoregressive moving-average (ARMA) model parameters based on the effective use of null space characterization of the autocovariance matrix of response data record, is proposed. Simulation results have shown this method to yield good estimates of the model parameters.<>
Keywords
identification; matrix algebra; modelling; random processes; ARMA system modelling; autocovariance matrix; autoregressive moving average model parameters; null space characterization; response data record; simulation; system identification; Eigenvalues and eigenfunctions; Equations; Matrix decomposition; Null space; Parameter estimation; Singular value decomposition; System identification; Vectors; White noise; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 1988., IEEE International Symposium on
Conference_Location
Espoo, Finland
Type
conf
DOI
10.1109/ISCAS.1988.15178
Filename
15178
Link To Document