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ARMA system identification: An algebraic approach

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2 Author(s)
Cadzow, James A. ; Arizona State University, Tempe, Arizona, USA ; Soloman, O.

An algebraic procedure for linear system identification using empirically obtained noise contaminated, excitation - response data is proposed. This method entails an eigen analysis of a combined excitation- response correlation matrix estimate. This analysis provides both model order information as well as the required model parameter estimates.

Published in:

Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '84.  (Volume:9 )

Date of Conference:

Mar 1984