精确的ARMA信号识别-经验结果

[1991] Proceedings of the 34th Midwest Symposium on Circuits and Systems Pub Date : 1991-05-14 DOI:10.1109/MWSCAS.1991.252138

L. D. Paarmann, M. Korenberg

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引用次数: 1

摘要

讨论了一种用于随机系统和信号模型识别的自回归移动平均算法，并给出了经验结果。所讨论的ARMA标识包括固有阶估计。与其他ARMA随机系统标识符相比，新程序已被经验证明产生高度准确，无偏的结果

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Accurate ARMA signal identification-empirical results

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.<>

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[1991] Proceedings of the 34th Midwest Symposium on Circuits and Systems

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