New algorithm for ARMA model parameter estimation

被引：0
|
作者：
Chon, Ki H. [1 ]
Lu, Sheng [1 ]
机构：
[1] City Coll of the City Univ of New, York, New York, United States
来源：
Annals of Biomedical Engineering | 2000年 / 28卷 / SUPPL. 1期
关键词：
Autoregressive moving average - Fast orthogonal search - Group method of data handling;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] An algorithm for ARMA model parameter estimation from noisy observations
    Fattah, S. A.
    Zhu, W. -P.
    Ahmad, M. O.
    PROCEEDINGS OF 2008 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS, VOLS 1-10, 2008, : 3202 - 3205
  • [2] A new algorithm for linear and nonlinear ARMA model parameter estimation using affine geometry
    Lu, S
    Ju, KH
    Chon, KH
    IEEE TRANSACTIONS ON BIOMEDICAL ENGINEERING, 2001, 48 (10) : 1116 - 1124
  • [3] A Fast Algorithm for Vector ARMA Parameter Estimation
    Chen, Zhiqing
    Xia, Youshen
    MATERIALS SCIENCE AND INFORMATION TECHNOLOGY, PTS 1-8, 2012, 433-440 : 4475 - 4481
  • [4] TRACKING ANALYSIS OF AN ARMA PARAMETER-ESTIMATION ALGORITHM
    RAO, BD
    PENG, R
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1990, 35 (02) : 247 - 250
  • [5] Parameter Estimation of Time-Varying ARMA Model
    王文华
    韩力
    王文星
    Journal of Beijing Institute of Technology(English Edition), 2004, (02) : 131 - 134
  • [6] Analysis and application of a novel fast algorithm for 2-D ARMA model parameter estimation
    Xia, Youshen
    Deng, Zhipo
    Zheng, Wei Xing
    AUTOMATICA, 2013, 49 (10) : 3056 - 3064
  • [7] ARMA PARAMETER-ESTIMATION USING A NOVEL RECURSIVE ESTIMATION ALGORITHM WITH SELECTIVE UPDATING
    RAO, AK
    HUANG, YF
    DASGUPTA, S
    IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (03): : 447 - 457
  • [8] ARMA model order and parameter estimation using genetic algorithms
    Abo-Hammour, Za'er S.
    Alsmadi, Othman M. K.
    Al-Smadi, Adnan M.
    Zaqout, Maha I.
    Saraireh, Mohammad S.
    MATHEMATICAL AND COMPUTER MODELLING OF DYNAMICAL SYSTEMS, 2012, 18 (02) : 201 - 221
  • [9] 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
  • [10] ARMA model parameter estimation based on the equivalent MA approach
    Kizilkaya, Aydin
    Kayran, Ahmet H.
    DIGITAL SIGNAL PROCESSING, 2006, 16 (06) : 670 - 681
12345