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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)Report (Other academic)
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
Linköping: Linköping University , 1988. , 6 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 904
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-104207OAI: oai:DiVA.org:liu-104207DiVA: diva2:695359
Available from: 2014-02-10 Created: 2014-02-10 Last updated: 2014-02-10

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • modern-language-association-8th-edition
  • vancouver
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  • Other style
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Language
  • de-DE
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Output format
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