On the identification of autoregressive moving average models

Control and Intelligent Systems

Volumn 28, Issue 2, 2000, Pages 41-46

  Kumar, K ^a  

^a BOND UNIVERSITY   (Australia)

Author keywords

Adaptive control design; ARMA models; Box Jenkins approach; Pad approximation

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; CONTROL SYSTEM SYNTHESIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

AUTOREGRESSIVE MOVING AVERAGE MODEL; BOX-JENKINS APPROACH;

ADAPTIVE CONTROL SYSTEMS;

EID: 0034458274     PISSN: 14801752     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (12)

1. Methods for determining the order of an autoregressive moving average process: A survey
2. Identification of ARMA models using Padé approximation
3. Padé approximation and its application in time series analysis
4. A comparison between different order determination criterion for identification of ARIMA models
5. On the identification of ARMA(p, q) model
6. Asymptotic properties of some preliminary estimates for autoregressive moving average time series models
7. A new approach to ARMA modelling
8. Consistent estimates of AR parameters and extended sample autocorrelation function for stationary and non-stationary ARMA models