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Estimation of ARMA Models for Narrow Band Processes
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1988 (English)In: Proceedings of the 8th IFAC Symposium on Identification and System Parameter Estimation, 1988, p. 1441-1446Conference paper, Published paper (Refereed)
Abstract [en]

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. p. 1441-1446
Keyword [en]
Probability, Signal processing, Statistical methods, Regression analysis, Autoregressive moving average, Maximum likelihood, Narrow band processes, Control systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-100576OAI: oai:DiVA.org:liu-100576DiVA, id: diva2:663113
Conference
8th IFAC Symposium on Identification and System Parameter Estimation, 27-31 August, 1988, Beijing, China
Available from: 2013-11-09 Created: 2013-11-09 Last updated: 2014-02-16

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CiteExportLink to record
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