DocumentCode
3249676
Title
Order recursive algorithm for ARMA identification
Author
Liao, Yu-Chung
Author_Institution
Digital Equipment Corp., Marlboro, MA, USA
fYear
1989
fDate
0-0 1989
Firstpage
209
Lastpage
211
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Systems Engineering, 1989., IEEE International Conference on
Conference_Location
Fairborn, OH, USA
Type
conf
DOI
10.1109/ICSYSE.1989.48656
Filename
48656
Link To Document