ESTIMATING THE ORDER OF AUTOREGRESSIVE MODELS IN APPROXIMATION OF SIGNALS

被引：0

作者：

Dmitrienko, A. G. ^{[1
]}

Myasnikova, M. G. ^{[2
]}

Tsypin, B. V. ^{[2
]}

机构：

[1] Res Inst Phys Measurements, Penza, Russia

[2] Penza State Univ, Penza, Russia

来源：

MEASUREMENT TECHNIQUES | 2011年 / 54卷 / 04期

关键词：

signal approximation; autoregressive model; algorithm;

D O I：

10.1007/s11018-011-9741-9

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

A survey of the most frequently used criteria for determination of the order of autoregressive models is presented. Algorithms based on extremal filtration, linear forecasting, as well as addition of a reference component to the signal are proposed. It is demonstrated that neural networks may be used to solve the problem.

引用

页码：416 / 421

页数：6

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