Estimation of ARMA Models for Narrow Band Processes
1988 (English)In: Proceedings of the 8th IFAC Symposium on Identification and System Parameter Estimation, 1988, 1441-1446 p.Conference paper (Refereed)
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.
Place, publisher, year, edition, pages
1988. 1441-1446 p.
Probability, Signal processing, Statistical methods, Regression analysis, Autoregressive moving average, Maximum likelihood, Narrow band processes, Control systems
IdentifiersURN: urn:nbn:se:liu:diva-100576OAI: oai:DiVA.org:liu-100576DiVA: diva2:663113
8th IFAC Symposium on Identification and System Parameter Estimation, 27-31 August, 1988, Beijing, China