Title :
Accurate ARMA signal identification-empirical results
Author :
Paarmann, Larry D. ; Korenberg, Michael J.
Author_Institution :
Dept. of Electr. Eng., Wichita State Univ., KS, USA
Abstract :
A recent ARMA (autoregressive moving average) algorithm for the identification of stochastic systems and signal models is discussed, and empirical results are given. The ARMA identifier discussed includes inherent order estimation. In comparison with other ARMA stochastic system identifiers, the new procedure has been empirically shown to yield highly accurate, unbiased results
Keywords :
identification; signal processing; statistical analysis; time series; ARMA identifier; ARMA signal identification; autoregressive moving average; empirical results; order estimation; signal models; stochastic systems; Equations; Filters; Iterative methods; Lattices; Maximum likelihood estimation; Parameter estimation; Signal processing; Statistics; Stochastic systems; Yield estimation;
Conference_Titel :
Circuits and Systems, 1991., Proceedings of the 34th Midwest Symposium on
Conference_Location :
Monterey, CA
Print_ISBN :
0-7803-0620-1
DOI :
10.1109/MWSCAS.1991.252138
