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
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;
Conference_Titel :
American Control Conference, 2005. Proceedings of the 2005
Print_ISBN :
0-7803-9098-9
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2005.1470698