Title :
Estimation of the parameters of an ARMA signal model based on an orthogonal search
Author :
Paarmann, Larry D. ; Korenberg, Michael J.
Author_Institution :
Dept. of Electr. Eng., Wichita State Univ., KS, USA
fDate :
3/1/1992 12:00:00 AM
Abstract :
An iterative procedure for estimating the parameters of an ARMA signal model (input not accessible) is empirically compared to the results of several other algorithms. The ARMA identifier reported includes inherent order estimation. The empirical results indicate unbiased estimates with less variance than those obtained by the other methods
Keywords :
iterative methods; parameter estimation; signal processing; statistics; ARMA identifier; ARMA signal model; inherent order estimation; iterative procedure; orthogonal search; parameter estimation; unbiased estimates; Equations; Iterative algorithms; Iterative methods; Lattices; Least squares methods; Maximum likelihood estimation; Parameter estimation; Signal processing; System identification; Yield estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
