ARMA model order estimation based on the eigenvalues of the covariance matrix

DOI10.1109/78.277805zbMath0825.93748OpenAlexW2114160172MaRDI QIDQ4276682

D. Mitchell Wilkes, Gang Liang, James A. Cadzow

Publication date: 7 February 1994

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.277805

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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ARMA model order and parameter estimation using genetic algorithms ⋮ Application of adaptive lattice filters to internal model control ⋮ APPLICATION OF AUTO REGRESSIVE MODELS OF WAVELET SUB-BANDS FOR CLASSIFYING TERAHERTZ PULSE MEASUREMENTS ⋮ A robust recursive technique for pole-zero system model order estimation ⋮ The estimation of the order of an ARMA process using third-order statistics ⋮ Automatic identification of ARMA systems

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