Estimation of ARMA Models for Narrow Band Processes
1987 (English)Report (Other academic)
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 , 1987.
LiTH-ISY-I, ISSN 8765-4321 ; 846
Probability, Signal processing, Statistical methods, Regression analysis, Autoregressive moving average, Maximum likelihood, Narrow band processes, Control systems
IdentifiersURN: urn:nbn:se:liu:diva-104345OAI: oai:DiVA.org:liu-104345DiVA: diva2:696833