Title :
Order recursive algorithm for ARMA identification
Author_Institution :
Digital Equipment Corp., Marlboro, MA, USA
Abstract :
An algorithm which is numerically stable while maintaining fast tracking capability is proposed for autoregressive moving-averages (ARMA) identification. The system identification is used to estimate the parameters of the ARMA model. The lattice structure is discussed, and the order recursive algorithm is given.<>
Keywords :
algorithm theory; digital simulation; identification; statistical analysis; system theory; ARMA identification; algorithm; autoregressive moving-averages; order recursive algorithm; tracking; Algorithms; Identification; Simulation; Statistics;
Conference_Titel :
Systems Engineering, 1989., IEEE International Conference on
Conference_Location :
Fairborn, OH, USA
DOI :
10.1109/ICSYSE.1989.48656
