Referenced Items are not available for this document.
It is shown that autoregressive information and moving average information are implicitly contained in two different correlation matrices. An algorithm for MA order determination which adopts only autocorrelations and the AR order without requiring AR coefficients is proposed. Numerical simulations are presented to show the practical value of the proposed singular-value-decomposition (SVD)-based algorithm
Published in:
Signal Processing, IEEE Transactions on
(Volume:41
,
Issue:
6
)
Date of Publication: Jun 1993
- Page(s):
- 2277 - 2280
- ISSN :
- 1053-587X
- INSPEC Accession Number:
- 4470435
- Digital Object Identifier :
- 10.1109/78.218160
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Jun 1993
- Sponsored by :
- IEEE Signal Processing Society
About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies
A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2013 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.
