• DocumentCode
    2999734
  • Title

    New relationships between ARMA and AR processes

  • Author

    Haimi-Cohen, R. ; Cohen, A.

  • Author_Institution
    Tadiran Inc., Petah Tikva, Israel
  • Volume
    11
  • fYear
    1986
  • fDate
    31503
  • Firstpage
    1385
  • Lastpage
    1388
  • Abstract
    It is shown that the autoregressive part of an ARMA(p,q) model can be represented as a linear combination of q higher order AR models, and that the coefficients of this linear combination form an approximation to the moving average part. These results are used to develop efficient algorithms for ARMA model estimation.
  • Keywords
    Approximation algorithms; Autocorrelation; Equations; Estimation error; Linear systems; Nonlinear systems; Robustness; Stability;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1986.1168677
  • Filename
    1168677
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2999734