DocumentCode
3076170
Title
ARMA system identification: An algebraic approach
Author
Cadzow, James A. ; Soloman, O.
Author_Institution
Arizona State University, Tempe, Arizona, USA
Volume
9
fYear
1984
fDate
30742
Firstpage
448
Lastpage
451
Abstract
An algebraic procedure for linear system identification using empirically obtained noise contaminated, excitation - response data is proposed. This method entails an eigen analysis of a combined excitation- response correlation matrix estimate. This analysis provides both model order information as well as the required model parameter estimates.
Keywords
Additive noise; Autocorrelation; Contracts; Information analysis; Least squares methods; Linear systems; Nonlinear equations; Parameter estimation; System identification; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '84.
Type
conf
DOI
10.1109/ICASSP.1984.1172706
Filename
1172706
Link To Document