Title :
New insights into pseudo-fractional arma modelling
Author :
Ortigueira, Manuel D. ; Serralheiro, António J.
Author_Institution :
UNINOVA & DEE, Campus da FCT da UNL, Caparica
Abstract :
In this paper the modelling of fractional linear systems through ARMA models is addressed. This study is performed by using a recursive algorithm for impulse response ARMA modelling leading us to propose suitable models for this problem
Keywords :
autoregressive moving average processes; modelling; ARMA model; autoregressive moving average; fractional linear system modelling; impulse response ARMA modelling; pseudo-fractional ARMA modelling; recursive algorithm; Equations; Linear systems; Stochastic processes;
Conference_Titel :
Computational Cybernetics, 2004. ICCC 2004. Second IEEE International Conference on
Conference_Location :
Vienna
Print_ISBN :
0-7803-8588-8
DOI :
10.1109/ICCCYB.2004.1437756
