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Volumn 32, Issue 4, 1987, Pages 358-361

ARMA Order Estimation Via Matrix Perturbation Theory

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES - MATRIX ALGEBRA; STATISTICAL METHODS;

EID: 0023331833     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1987.1104597     Document Type: Article
Times cited : (15)

References (15)
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  • 2
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    • Dec.
    • —, “A new look at the statistical model identification,” IEEE Trans. Automat. Contr., vol. AC-19, pp. 716–723, Dec. 1974.
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  • 3
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    • Estimating the dimension of a model
    • G. Schwarz, “Estimating the dimension of a model.” Ann. Statist., vol. 6, pp. 461–464, 1978.
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
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  • 4
    • 0018015137 scopus 로고
    • Modeling by shortest data description
    • J. Rissanen, “Modeling by shortest data description,” Automatica, vol. 14, pp. 467–471, 1978.
    • (1978) Automatica , vol.14 , pp. 467-471
    • Rissanen, J.1
  • 5
    • 0001098776 scopus 로고
    • A universal prior for integers and estimation by minimum description length
    • —, “A universal prior for integers and estimation by minimum description length,” Ann. Statist., vol. 11, pp. 416–431, 1983.
    • (1983) Ann. Statist. , vol.11 , pp. 416-431
    • Rissanen, J.1
  • 6
    • 0000493811 scopus 로고
    • Recursive estimation of mixed ARMA-order
    • E. J. Hannan and J. Rissanen, “Recursive estimation of mixed ARMA-order,” Biometrika, vol. 69, pp. 81–94, 1982.
    • (1982) Biometrika , vol.69 , pp. 81-94
    • Hannan, E.J.1    Rissanen, J.2
  • 7
    • 0020878512 scopus 로고
    • System order estimation of ARMA models by ladder canonical forms
    • D. T. L. Lee, “System order estimation of ARMA models by ladder canonical forms,” in Proc. ACC, pp. 1002–1007, 1983.
    • (1983) Proc. ACC, pp , pp. 1002-1007
    • Lee, D.T.L.1
  • 9
    • 0015417531 scopus 로고
    • On estimating the orders of on ARMA process with uncertain observations
    • J. C. Chow, “On estimating the orders of on ARMA process with uncertain observations,” IEEE Trans. Automat. Contr., vol. 17, pp. 707–709, 1972.
    • (1972) IEEE Trans. Automat. Contr. , vol.17 , pp. 707-709
    • Chow, J.C.1
  • 10
    • 0346099086 scopus 로고
    • On a procedure for testing the orders of time series
    • P. Stoica, “On a procedure for testing the orders of time series,” IEEE Trans. Automat. Contr., vol. 26, pp. 572–573, 1981.
    • (1981) IEEE Trans. Automat. Contr. , vol.26 , pp. 572-573
    • Stoica, P.1
  • 11
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    • On a procedure for structural identification
    • —, “On a procedure for structural identification.” Int. J. Contr., vol. 33, pp. 1177–1181, 1981.
    • (1981) Int. J. Contr. , vol.33 , pp. 1177-1181
    • Stoica, P.1
  • 14
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    • Arma order estimation via matrix perturbation theory
    • J. J. Fuchs, “Arma order estimation via matrix perturbation theory,” IRISA, Publ. Int. no. 275, p. 38, 1985.
    • (1985) IRISA, Publ. Int. no , Issue.275 , pp. 38
    • Fuchs, J.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.