Title
A parameter search technique to build an ARMA model
Abstract
The parameter search technique allows us to approximate a high-order model by a much lower order autoregressive moving average (ARMA) model with a performance that is nearly indistinguishable from the original. Parameter estimation for a system or its model can be achieved through iterative techniques. The problem is considered as one of minimising an error function. The error is defined as the difference between the expected value and the actual value obtained from an initial approximate model. Through iteration the model parameters are refined. Such a recursive parameter estimator (RPE) can be used to greatly reduce the order of certain digital filters with little distortion to their frequency and phase responses. Since digital filters are commonly used in electronic communications and signal processing applications, RPE may be a tool of considerable practical use. To demonstrate this potential, RPE is applied to an FIR model, showing that its order may be reduced considerably with little change to the accuracy of the model
Year
DOI
Venue
1998
10.1109/KES.1998.725862
Knowledge-Based Intelligent Electronic Systems, 1998. Proceedings KES '98. 1998 Second International Conference
Keywords
Field
DocType
autoregressive moving average processes,digital filters,filtering theory,minimisation,parameter estimation,reduced order systems,ARMA model,FIR model,RPE,digital filter order reduction,electronic communications,error function minimisation,expected value,frequency response,high-order model approximation,initial approximate model,iterative techniques,low-order autoregressive moving average model,parameter estimation,parameter search technique,phase response,recursive parameter estimator,signal processing
Error function,Autoregressive–moving-average model,Signal processing,Mathematical optimization,Digital filter,Computer science,Algorithm,White noise,Estimation theory,Distortion,Estimator
Conference
Volume
ISBN
Citations 
1
0-7803-4316-6
1
PageRank 
References 
Authors
0.52
2
3
Name
Order
Citations
PageRank
Ganesh Kothapalli110.52
Stefan Lachowicz252.45
Kamran Eshraghian310127.54