Eighth IFAC/IFORS Symposium on Identification and System Parameter Estimation 1988. Part 1. :1049-1054
Engineering and Technology, Electrical Engineering, Electronic Engineering, Information Engineering, Control Engineering, Teknik och teknologier, Elektroteknik och elektronik, Reglerteknik, Probability, Signal Processing, Statistical Methods - Regression Analysis, Autoregressive Moving Average, Maximum Likehood, Narrow Band Processes, and Control Systems
In this paper we study how to estimate narrow band autoregressive moving average (ARMA) processes via a high-order autoregressive (AR) and model reduction. The model reduction techniques considered are model reduction based on balanced realizations and optimal Hankel-norm model reduction. Some general comments on how to model narrow band processes and on the exact maximum likelihood method are also given.