Sökning: onr:"swepub:oai:DiVA.org:liu-100576" >
Estimation of ARMA ...
Estimation of ARMA Models for Narrow Band Processes
-
- Wahlberg, Bo (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
(creator_code:org_t)
- Linköping : Linköping University, 1988
- 1988
- Engelska.
-
Serie: LiTH-ISY-I ; 904
-
Ingår i: Proceedings of the 8th IFAC Symposium on Identification and System Parameter Estimation. - Linköping : Linköping University. ; , s. 1441-1446
- Relaterad länk:
-
http://urn.kb.se/res...
-
visa fler...
-
https://urn.kb.se/re...
-
https://urn.kb.se/re...
-
visa färre...
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
- ref (ämneskategori)
- kon (ämneskategori)