Title :
On estimating the orders of an autoregressive process
Author_Institution :
Niigata University, Niigata, Japan
fDate :
4/1/1981 12:00:00 AM
Abstract :
A method is proposed for estimating the orders of an autoregressive process. The orders can be estimated by determining whether or not the product of the determinantal ratio of a correlation function matrix and that of another correlation function matrix is 1.
Keywords :
Autoregressive processes; Correlations; Determinants; Autoregressive processes; Difference equations; Estimation theory; Linear matrix inequalities; State estimation; Testing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102637
