On the identification of autoregressive moving average models

K. Kumar*

*Corresponding author for this work

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Abstract

One of the problems encountered in the Box-Jenkins-type of adaptive control design is identification of noise that may follow an ARMA(p, q) model. In this article a new method based on the theory of Padé approximation has been introduced for the identification of ARMA models. In this method the estimates obtained by fitting an infinite AR model (or infinite MA model) are used to construct the so called C-table, which clearly depicts the order of an ARMA(p, q) model. Another advantage of this method is that we can simultaneously get estimates of the parameters of the identified model. Simulation results and results obtained from applying this method to real data sets substantiate our claims regarding this method.

Original languageEnglish
Pages (from-to)41-46
Number of pages6
JournalControl and Intelligent Systems
Volume28
Issue number2
Publication statusPublished - 1 Dec 2000

Fingerprint Dive into the research topics of 'On the identification of autoregressive moving average models'. Together they form a unique fingerprint.

  • Cite this