DocumentCode
2108438
Title
Parameter Estimation of the AR Model Based on Interval Analysis
Author
Yang Wei-feng ; Zeng Fang-ling
Author_Institution
Key Lab. of Electron. Restriction, Electron. Eng. Inst., Hefei
fYear
2008
fDate
21-22 Dec. 2008
Firstpage
990
Lastpage
993
Abstract
The reasons why interval analysis is used in parameter estimation are discussed, then the interval algorithm is presented for parameter estimation of a AR model in the unknown-but-bounded (UBB) error context. The basic information of the MATLAB toolbox-INTLAB is introduced, and the INTLAB is applied to the numerical example which based on the presented algorithm. The simulation shows the effectiveness and feasibility of the algorithm.
Keywords
autoregressive processes; error analysis; mathematics computing; parameter estimation; INTLAB; MATLAB; autoregressive model; interval analysis; parameter estimation; unknown-but-bounded error context; Algorithm design and analysis; Context modeling; Error analysis; Frequency selective surfaces; Information analysis; Mathematical model; Parameter estimation; Probability; Signal processing algorithms; White noise; AR model; interval analysis; parameter estimation; unknown-but-bounded (UBB);
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Information Technology Application Workshops, 2008. IITAW '08. International Symposium on
Conference_Location
Shanghai
Print_ISBN
978-0-7695-3505-0
Type
conf
DOI
10.1109/IITA.Workshops.2008.124
Filename
4732103
Link To Document