Title :
A new technique for ARMA system modelling
Author :
Rayala, Jitendra D. ; Reddy, D.C.
Author_Institution :
Dept. of Electron. & Commun. Eng., Osmania Univ., Hyderabad, India
Abstract :
A technique for determining autoregressive moving-average (ARMA) model parameters based on the effective use of null space characterization of the autocovariance matrix of response data record, is proposed. Simulation results have shown this method to yield good estimates of the model parameters.<>
Keywords :
identification; matrix algebra; modelling; random processes; ARMA system modelling; autocovariance matrix; autoregressive moving average model parameters; null space characterization; response data record; simulation; system identification; Eigenvalues and eigenfunctions; Equations; Matrix decomposition; Null space; Parameter estimation; Singular value decomposition; System identification; Vectors; White noise; Yield estimation;
Conference_Titel :
Circuits and Systems, 1988., IEEE International Symposium on
Conference_Location :
Espoo, Finland
DOI :
10.1109/ISCAS.1988.15178
