Automatic identification of time-series models from long autoregressive models

IEEE Transactions on Instrumentation and Measurement

Volumn 54, Issue 5, 2005, Pages 1862-1868

  Broersen, Piet M T ^a   de Waele, Stijn ^b  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b PHILIPS RESEARCH LABORATORIES   (Netherlands)

Author keywords

Autocorrelation; Autocovariance function; Order selection; Parameter estimation; Power spectral density; Spectral analysis; System identification

Indexed keywords

APPROXIMATION THEORY; CORRELATION METHODS; MATHEMATICAL MODELS; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

AUTOCORRELATION; AUTOCOVARIANCE FUNCTION; ORDER SELECTION; POWER SPECTRAL DENSITY;

PARAMETER ESTIMATION;

EID: 27644525556     PISSN: 00189456     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIM.2005.853232     Document Type: Article

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