IEEE - Institute of Electrical and Electronics Engineers, Inc. - Identification of multivariable ARMA models by use of fast algorithms

IEEE International Conference on Acoustics, Speech, and Signal Processing

Author(s): Favier, G.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1982
Conference Location: Paris, France, France
Conference Date: 3 May 1982
Volume: 7
Page(s): 1,756 - 1,759
DOI: 10.1109/ICASSP.1982.1171693
Regular:

This paper describes two procedures for identifying the parameters of a multivariable AX! model by use of the auto correlation function of the signal. The procedures consist in fitting a pure AR... View More

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