2005
DOI: 10.1049/ip-vis:20045042
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Autocorrelation model-based identification method for ARMA systems in noise

Abstract: A novel method for parameter estimation of minimum-phase autoregressive moving average (ARMA) systems in noise is presented. The ARMA parameters are estimated using a damped sinusoidal model representation of the autocorrelation function of the noise-free ARMA signal. The AR parameters are obtained directly from the estimates of the damped sinusoidal model parameters with guaranteed stability. The MA parameters are estimated using a correlation matching technique. The simulation results show that the proposed … Show more

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Cited by 11 publications
(5 citation statements)
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“…Therefore, the sequence needs to be analysed. In the model identification process, the characteristics of the autocorrelation and partial correlation graphs of the sample were used to estimate the self-correlation order [31]. As shown in Figure 6, the autocorrelation coefficient attenuation speed of sequence after difference after a delay is very fast, and the clear majority falls within a scope of two times the standard deviation.…”
Section: Combined Model Based On Regression and Time-series Methodsmentioning
confidence: 99%
“…Therefore, the sequence needs to be analysed. In the model identification process, the characteristics of the autocorrelation and partial correlation graphs of the sample were used to estimate the self-correlation order [31]. As shown in Figure 6, the autocorrelation coefficient attenuation speed of sequence after difference after a delay is very fast, and the clear majority falls within a scope of two times the standard deviation.…”
Section: Combined Model Based On Regression and Time-series Methodsmentioning
confidence: 99%
“…As an alternative, higher-order YW equations, iterative bias compensation schemes such as those proposed by [14], Davila's method [15] or errors-in-variables (EIV) approaches [16] [17] can be considered. In [18] and [19], the estimations of the ARMA parameters are addressed from noisy observations. More particularly, in [18], Fattah et.…”
Section: B Parameter Estimation Methodsmentioning
confidence: 99%
“…Articles based on vision‐based gesture recognition (VGR) and hybrid‐based techniques are excluded in this study as these have been the topic of recent reviews. [ 11–14 ] The remainder of this review is organized as follows. Section 2 investigates noninvasive wearable sensing technology, along with multisensing fusion principles.…”
Section: Introductionmentioning
confidence: 99%
“…[ 8,9 ] However, despite the evident achievements of ML/DL, estimation accuracy normally degrades in practical scenarios. [ 10–14 ] Researchers have recently developed various upper‐limb wearable devices: wearable data gloves and wrist/armbands. [ 15 ] Wrist‐or‐arm‐worn devices may include several sensors to continuously monitor various biosignals about important indications (e.g., muscle volume change, skin vibration, blood pressure, etc.)…”
Section: Introductionmentioning
confidence: 99%