ESTIMATING THE ORDER OF AUTOREGRESSIVE MODELS IN APPROXIMATION OF SIGNALS

被引:0
|
作者
Dmitrienko, A. G. [1 ]
Myasnikova, M. G. [2 ]
Tsypin, B. V. [2 ]
机构
[1] Res Inst Phys Measurements, Penza, Russia
[2] Penza State Univ, Penza, Russia
关键词
signal approximation; autoregressive model; algorithm;
D O I
10.1007/s11018-011-9741-9
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
A survey of the most frequently used criteria for determination of the order of autoregressive models is presented. Algorithms based on extremal filtration, linear forecasting, as well as addition of a reference component to the signal are proposed. It is demonstrated that neural networks may be used to solve the problem.
引用
收藏
页码:416 / 421
页数:6
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