A METHOD TO ESTIMATE THE PARAMETERS OF AN ARMA MODEL

被引:6
|
作者
ALENGRIN, G [1 ]
ZERUBIA, J [1 ]
机构
[1] UNIV NICE,SIGNAUX & SYST LAB,CNRS,UA814,F-06034 NICE,FRANCE
关键词
D O I
10.1109/TAC.1987.1104521
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
11
引用
收藏
页码:1113 / 1115
页数:3
相关论文
共 50 条
  • [41] ARMA model and wavelet-based ARMA model Application
    Wei, Wei
    Hao, Ma
    FRONTIERS OF MANUFACTURING AND DESIGN SCIENCE II, PTS 1-6, 2012, 121-126 : 1799 - +
  • [42] ROBUSTNESS OF EXTENDED LEAST-SQUARES ESTIMATE AGAINST MODEL ERROR IN MODELING BY ARMA PROCESS
    CHEN, HF
    DENIAU, C
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1992, 315 (10): : 1103 - 1106
  • [43] A modified direct whitening method for ARMA model parameter estimation
    Seong, Sang Man
    2007 INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION AND SYSTEMS, VOLS 1-6, 2007, : 1478 - 1481
  • [44] PRACTICAL APPLICATION OF ARMA MODEL METHOD FOR BLADE TIP TIMING
    Chai, Pengfei
    Wang, Shang
    Meng, Yiming
    Chen, Yong
    Tian, Jie
    Ouyang, Hua
    PROCEEDINGS OF ASME TURBO EXPO 2024: TURBOMACHINERY TECHNICAL CONFERENCE AND EXPOSITION, GT2024, VOL 4, 2024,
  • [45] Research on failure rate forecasting method based on ARMA model
    Dept. of Systems Engineering, Beijing Univ. of Aeronautics and Astronautics, Beijing 100083, China
    Xi Tong Cheng Yu Dian Zi Ji Shu/Syst Eng Electron, 2008, 8 (1588-1591): : 1588 - 1591
  • [46] A real-time ARMA model structure identification method
    Likothanassis, SD
    Demiris, EN
    Karelis, DG
    DSP 97: 1997 13TH INTERNATIONAL CONFERENCE ON DIGITAL SIGNAL PROCESSING PROCEEDINGS, VOLS 1 AND 2: SPECIAL SESSIONS, 1997, : 915 - 918
  • [47] A proposed conditional method for estimating ARMA(1, 1) model
    Hameed, Lamyaa Mohammed Ali
    INTERNATIONAL JOURNAL OF NONLINEAR ANALYSIS AND APPLICATIONS, 2022, 13 (01): : 3011 - 3020
  • [48] A method to estimate an exponential elastic model
    Zhong, H
    MEDICAL PHYSICS, 2005, 32 (07) : 2415 - 2415
  • [49] A Robust Method to Estimate the Time Constant of Elastographic Parameters
    Islam, Md Tauhidul
    Chaudhry, Anuj
    Righetti, Raffaella
    IEEE TRANSACTIONS ON MEDICAL IMAGING, 2019, 38 (06) : 1358 - 1370
  • [50] A METHOD TO ESTIMATE THE WEIBULL PARAMETERS FOR PROGRESSIVELY CENSORED TESTS
    CACCIARI, M
    MONTANARI, GC
    IEEE TRANSACTIONS ON RELIABILITY, 1987, 36 (01) : 87 - 93