• DocumentCode
    3551231
  • Title

    A new approach for ARMA pole estimation using higher-order crossings

  • Author

    Salsbury, Timothy I. ; Singhal, Ashish

  • Author_Institution
    Controls Res. Group, Johnson Controls, Inc., Milwaukee, WI, USA
  • fYear
    2005
  • fDate
    8-10 June 2005
  • Firstpage
    4458
  • Abstract
    The paper describes a new method for estimating the poles of an ARMA model using higher-order crossings. The method involves transforming counts of crossing events into estimates of ARMA poles via the autocorrelation domain. An important advantage of the method is that the crossing counts are the only features that need to be stored from the original data. The poles of an ARM A model of a control loop correspond to the roots of the characteristic equation and are thus useful for evaluating control performance.
  • Keywords
    autoregressive moving average processes; correlation methods; poles and zeros; ARMA pole estimation; autocorrelation domain; control loop; crossing counts; higher-order crossings; Autocorrelation; Autoregressive processes; Equations; Feedback control; Frequency estimation; Parameter estimation; Random variables; Time series analysis; Transfer functions; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2005. Proceedings of the 2005
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-9098-9
  • Electronic_ISBN
    0743-1619
  • Type

    conf

  • DOI
    10.1109/ACC.2005.1470698
  • Filename
    1470698