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Estimation of ARMA models for narrow band processes
Department of Electrical Engineering, Linköping University. (Automatic Control)ORCID iD: 0000-0002-1927-1690
1989 (English)In: Eighth IFAC/IFORS Symposium on Identification and System Parameter Estimation 1988. Part 1, 1989, Vol. 2, no 8, 1049-1054 p.Conference 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
1989. Vol. 2, no 8, 1049-1054 p.
Keyword [en]
Probability, Signal Processing, Statistical Methods - Regression Analysis, Autoregressive Moving Average, Maximum Likehood, Narrow Band Processes, Control Systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-55447OAI: oai:DiVA.org:kth-55447DiVA: diva2:471572
Conference
Eighth IFAC/IFORS Symposium on Identification and System Parameter Estimation 1988. Beijing, China. 27 August 1988 - 31 August 1988
Note
QC 20120104. Sponsors: IFAC, Theory Committee; IFAC, Application Committee; IFAC, Education Committee; IFAC, Developing Country Committee; Int Federation of Operational Research Soc (IFORS); et alAvailable from: 2012-01-02 Created: 2012-01-02 Last updated: 2013-09-05Bibliographically approved

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Wahlberg, Bo

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