Referenced Items are not available for this document.
A method is proposed for estimating the orders of an autoregressive moving-average process solely from the observations of the noise-corrupted output. The order of the autoregressive (number of poles) can be determined by testing the singularity of the correlation matrix, while the order of the moving-average (number of zeros) can be determined from observing the repetitive pattern of the correlation equations.
Published in:
Automatic Control, IEEE Transactions on
(Volume:17
,
Issue:
5
)
Date of Publication: Oct 1972
- Page(s):
- 707 - 709
- ISSN :
- 0018-9286
- Digital Object Identifier :
- 10.1109/TAC.1972.1100122
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 January 2003
- Issue Date :
- Oct 1972
- Sponsored by :
- IEEE Control Systems Society
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