IDENTIFICATION OF AUTOREGRESSIVE MOVING-AVERAGE PARAMETERS OF TIME SERIES

被引:56
作者
GRAUPE, D
KRAUSE, DJ
MOORE, JB
机构
[1] COLORADO STATE UNIV, DEPT ELECT ENGN, FT COLLINS, CO 80521 USA
[2] UNIV NEWCASTLE, DEPT ELECT ENGN, NEWCASTLE, NEW S WALES, AUSTRALIA
关键词
D O I
10.1109/TAC.1975.1100855
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:104 / 107
页数:4
相关论文
共 18 条
[1]  
Box George E. P, 1970, J AM STAT ASS
[2]  
BOX GEP, 1967, ADV SEMINAR SPECTRAL, P271
[3]  
DOOB JL, 1953, STOCHASTIC PROCESSES, P524
[4]   EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J].
DURBIN, J .
BIOMETRIKA, 1959, 46 (3-4) :306-316
[5]  
Durbin J., 1960, ECONOMETRICA, V28, P233, DOI 10.2307/1401322
[6]  
Gersch W., 1970, IEEE Transactions on Automatic Control, VAC-15, P583, DOI 10.1109/TAC.1970.1099560
[7]  
GRAUPE D, 1973, 4 P S NONL EST THEOR
[8]  
GRAUPE D, 1971, 14 P MIDW S CIRC THE, P1
[9]  
GRAUPE D, 1972, IDENTIFICATION SYSTE
[10]  
Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552