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Estimation of ARMA ...
Estimation of ARMA Models for Narrow Band Processes
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- Wahlberg, Bo (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- Linköping : Linköping University, 1987
- Engelska.
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Serie: LiTH-ISY-I ; 846
- Relaterad länk:
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https://urn.kb.se/re...
Abstract
Ämnesord
Stäng
- 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
- vet (ämneskategori)
- rap (ämneskategori)