ARMA model parameter estimation based on the equivalent MA approach-Reference-Cited by-同舟云学术

ARMA model parameter estimation based on the equivalent MA approach

Published:2006-11 Issue:6 Volume:16 Page:670-681
ISSN:1051-2004
Container-title:Digital Signal Processing
language:en
Short-container-title:Digital Signal Processing

Author:

Kizilkaya Aydin,Kayran Ahmet H.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Signal Processing,Artificial Intelligence,Applied Mathematics,Computer Vision and Pattern Recognition,Statistics, Probability and Uncertainty,Computational Theory and Mathematics

Reference20 articles.

1. Z. Shufang, L. Renjie, A rapid algorithm for on-line and real-time ARMA modeling, in: IEEE Proc. 5th Int. Conf. Signal Processing, Beijing, China, 2000, pp. 230–233

2. A two-stage pole-zero predictor;Mikhael;IEEE Trans. Circuits Syst.,1986

3. ARMA estimation by the classical predictor;Martinelli;IEEE Trans. Circuits Syst.,1985

4. Application of the lattice filter to robust estimation of AR and ARMA models;Li;IEEE Trans. Acoust. Speech Signal Process.,1988

5. A spectral matching technique for ARMA parameter estimation;Friedlander;IEEE Trans. Acoust. Speech Signal Process.,1984

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