DocumentCode
835520
Title
On estimating the orders of an autoregressive process
Author
Inagaki, Makoto
Author_Institution
Niigata University, Niigata, Japan
Volume
26
Issue
2
fYear
1981
fDate
4/1/1981 12:00:00 AM
Firstpage
570
Lastpage
571
Abstract
A method is proposed for estimating the orders of an autoregressive process. The orders can be estimated by determining whether or not the product of the determinantal ratio of a correlation function matrix and that of another correlation function matrix is 1.
Keywords
Autoregressive processes; Correlations; Determinants; Autoregressive processes; Difference equations; Estimation theory; Linear matrix inequalities; State estimation; Testing;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1981.1102637
Filename
1102637
Link To Document