๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Optimal ARMA parameter estimation based on the sample covariances for data with missing observations

โœ Scribed by Rosen, Y.; Porat, B.


Book ID
114539969
Publisher
IEEE
Year
1989
Tongue
English
Weight
606 KB
Volume
35
Category
Article
ISSN
0018-9448

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Recursive least squares parameter estima
โœ Li Xie; Huizhong Yang; Feng Ding ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 341 KB

By using an estimated noise transfer function to filter the input-output data, two identification models are obtained for the non-uniformly sampled Box-Jenkins system, one containing the parameters of the system model, and the other containing the parameters of the noise model. Then apply the recurs