Title :
ARMA model identification and automatic order estimation via a fast orthogonal search
Author :
Korenberg, Michael J. ; Paarmann, Lany D.
Author_Institution :
Dept. of Electr. Eng., Queen´´s Univ., Kingston, Ont., Canada
Abstract :
A recent ARMA (autoregressive moving average) identifier with automatic order estimation has shown very good performance in comparative testing using published data. This algorithm has been effective in obtaining ARMA models from noisy input-output data and in signal modeling (the input-inaccessible problem). The method is briefly summarized, and a simple means for accelerating the identification is presented
Keywords :
identification; signal processing; statistical analysis; time series; ARMA; ARMA models; automatic order estimation; autoregressive moving average; comparative testing; fast orthogonal search; identification acceleration; input-inaccessible problem; model identification; noisy input-output data; signal modeling; Acceleration; Automatic testing; Delay; Difference equations; Robustness; Signal processing; State estimation; System identification;
Conference_Titel :
Circuits and Systems, 1991., Proceedings of the 34th Midwest Symposium on
Conference_Location :
Monterey, CA
Print_ISBN :
0-7803-0620-1
DOI :
10.1109/MWSCAS.1991.252137
