An algorithm for the identification of autoregressive moving average systems from noisy observations

Canadian Conference on Electrical and Computer Engineering

Volumn , Issue , 2008, Pages 1815-1818

  Fattah, S A ^a,b   Zhu, W P ^a,b   Ahmad, M O ^a,b  

^a IEEE

^b Civil and Environmental Engineering   (Canada)

Author keywords

Autoregressive moving average processes; Correlation; Poles and zeros; System identification

Indexed keywords

ARGON; COMPUTATIONAL METHODS; COMPUTER SIMULATION; COMPUTER SYSTEMS; ESTIMATION; FABRICS; IDENTIFICATION (CONTROL SYSTEMS); LEAST SQUARES APPROXIMATIONS; MODEL STRUCTURES; TECHNOLOGY;

AR PARAMETERS; ARMA SIGNALS; ARMA SYSTEMS; AUTO-CORRELATION FUNCTION; AUTO-REGRESSIVE MOVING AVERAGE; AUTOREGRESSIVE MOVING AVERAGE PROCESSES; COMPUTER SIMULATIONS; CORRELATION; ELECTRICAL AND COMPUTER ENGINEERING; ESTIMATION ACCURACIES; IDENTIFICATION PERFORMANCE; LEAST-SQUARES; NOISE-CORRUPTED OBSERVATIONS; NOISY CONDITIONS; NOISY OBSERVATIONS; OBSERVED DATA; POLES AND ZEROS; RESIDUAL SIGNALS; SIMULATION RESULTS; SPECTRAL FACTORIZATIONS; SYSTEM IDENTIFICATION; YULE-WALKER EQUATIONS;

PARAMETER ESTIMATION;

EID: 51849107035     PISSN: 08407789     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CCECE.2008.4564858     Document Type: Conference Paper

References (7)

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