• DocumentCode
    854704
  • Title

    A method to estimate the parameters of an ARMA model

  • Author

    Alengrin, Gerard ; Zerubia, Josiane

  • Author_Institution
    University of Southern California, Los Angeles, CA, USA
  • Volume
    32
  • Issue
    12
  • fYear
    1987
  • fDate
    12/1/1987 12:00:00 AM
  • Firstpage
    1113
  • Lastpage
    1115
  • Abstract
    A method of estimating the parameters of an ARMA model is proposed. In the transient case, we show that the formulas recently given by Li and Dickinson [7] for the AR parameters are easily obtained by considering the formulation of the one-step predictor. In the steady-state case, we can get separately the AR parameters and the MA ones.
  • Keywords
    Autoregressive moving-average processes; Transient analysis; Aerodynamics; Algorithms; Condition monitoring; Covariance matrix; Filtering; Mathematics; Nonlinear equations; Nonlinear filters; Parameter estimation; Transfer functions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104521
  • Filename
    1104521
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=854704