DocumentCode
3401252
Title
Accurate ARMA signal identification-empirical results
Author
Paarmann, Larry D. ; Korenberg, Michael J.
Author_Institution
Dept. of Electr. Eng., Wichita State Univ., KS, USA
fYear
1991
fDate
14-17 May 1991
Firstpage
110
Abstract
A recent ARMA (autoregressive moving average) algorithm for the identification of stochastic systems and signal models is discussed, and empirical results are given. The ARMA identifier discussed includes inherent order estimation. In comparison with other ARMA stochastic system identifiers, the new procedure has been empirically shown to yield highly accurate, unbiased results
Keywords
identification; signal processing; statistical analysis; time series; ARMA identifier; ARMA signal identification; autoregressive moving average; empirical results; order estimation; signal models; stochastic systems; Equations; Filters; Iterative methods; Lattices; Maximum likelihood estimation; Parameter estimation; Signal processing; Statistics; Stochastic systems; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Circuits and Systems, 1991., Proceedings of the 34th Midwest Symposium on
Conference_Location
Monterey, CA
Print_ISBN
0-7803-0620-1
Type
conf
DOI
10.1109/MWSCAS.1991.252138
Filename
252138
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