Title :
ARMA modeling based on partial AR and MA parameter approximation
Author :
Biyiksiz, Serdar M.
Author_Institution :
Dept. of Electr. Eng., California State Univ., Fullerton, CA, USA
Abstract :
A transfer-function modeling concept is developed for an unknown casual stable, linear-time invariant system. The approach taken has been to treat the models separately and then to achieve the general autoregressive-moving-average (ARMA) transfer function representation. The AR approach has been obtained from conventional methods of the Yule-Walker formulations and associated Levinson-Durbin algorithm. A somewhat different approach based on the Tauberian approximation is proposed to achieve the MA modeling
Keywords :
linear systems; parameter estimation; spectral analysis; transfer functions; ARMA modeling; Levinson-Durbin algorithm; Tauberian approximation; Yule-Walker formulations; parameter approximation; partial AR; partial MA; transfer-function modeling concept; unknown casual stable, linear-time invariant system; Ambient intelligence; Delay effects; Equations; Frequency; Physics; Radar; Sampling methods; Space vector pulse width modulation; Spline;
Conference_Titel :
Spectrum Estimation and Modeling, 1988., Fourth Annual ASSP Workshop on
Conference_Location :
Minneapolis, MN
DOI :
10.1109/SPECT.1988.206229
