Estimation of ARMA Models for Narrow Band Processes

• In this paper we study how to estimate narrow band autoregressive moving average (ARMA) processes via a high-order autoregressive (AR) and model reduction. The model reduction techniques considered are model reduction based on balanced realizations and optimal Hankel-norm model reduction. Some general comments on how to model narrow band processes and on the exact maximum likelihood method are also given.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Probability

Signal processing

Statistical methods

Regression analysis

Autoregressive moving average

Maximum likelihood

Narrow band processes

Control systems

Publikations- och innehållstyp

ref (ämneskategori)

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