Matrix algebraic selection of ARMA model order

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 1, Issue , 2000, Pages 556-559

  Gerlach, Karl ^a   Frey, Michael ^a  

^a NAVAL RESEARCH LABORATORY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADDITIVE NOISE; ALGEBRA; COVARIANCE MATRIX; EIGENVALUES AND EIGENFUNCTIONS; SIGNAL PROCESSING; DIGITAL FILTERS; MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; SIGNAL TO NOISE RATIO; WHITE NOISE;

ALGEBRAIC METHOD; CONTROLLED EXPERIMENT; COVARIANCE MATRICES; OBSERVATIONAL STUDY; OBSERVED DATA; ORDER SELECTION; SHORT DATA RECORDS; TIME SERIES MODELING;

MATRIX ALGEBRA; SIGNAL FILTERING AND PREDICTION;

AUTO REGRESSIVE MOVING AVERAGE; MINIMUM DESCRIPTION LENGTH; MINIMUM EIGENVALUE;

EID: 0033707912     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2000.862042     Document Type: Conference Paper

References (8)

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