ESTIMATION OF THE PARAMETERS OF AN ARMA SIGNAL MODEL BASED ON AN ORTHOGONAL SEARCH

被引：6

作者：

PAARMANN, LD ^{[1
]}

KORENBERG, MJ ^{[1
]}

机构：

[1] QUEENS UNIV,DEPT ELECT ENGN,KINGSTON K7L 3N6,ONTARIO,CANADA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1992年 / 37卷 / 03期

关键词：

D O I：

10.1109/9.119634

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this note, an iterative procedure for estimating the parameters of an ARMA signal model (input not accessible) is empirically compared to the results of several other algorithms. The ARMA identifier reported in the present note (and, in more detail elsewhere) includes inherent order estimation; the empirical results presented here indicate unbiased estimates with less variance than those obtained by the other methods.

引用

页码：347 / 352

页数：6

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