2009 Third International Conference on Advanced Engineering Computing and Applications in Sciences 2009
DOI: 10.1109/advcomp.2009.33
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Order Estimation of Computational Models for Dynamic Systems with Application to Biomedical Signals

Abstract: Parametric models, in particular Autoregressive Moving Average (ARMA) models and their affiliates, are widely used in computational models of biomedical signals to fit a model to a recorded time series. An important step in this system identification process is the estimation of the model order. This paper provides the results of a systematic study of a previously developed technique based on the eigenvalues of the data covariance matrix to estimate the order of univariate ARMA models. A modified model order s… Show more

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Cited by 3 publications
(2 citation statements)
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References 5 publications
(15 reference statements)
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“…It will result in a poor AR model prediction and will result in a false alarm of damage. 68,69 The higher model order will fit the unwanted error/noise in the data, and it will lead to inaccurate results and conclusions whereas the lower model order would not be able to capture the system dynamics properly, again, resulting in false interpretation.…”
Section: Selection Of Optimal Model Order For Adaptive Ar Modellingmentioning
confidence: 99%
“…It will result in a poor AR model prediction and will result in a false alarm of damage. 68,69 The higher model order will fit the unwanted error/noise in the data, and it will lead to inaccurate results and conclusions whereas the lower model order would not be able to capture the system dynamics properly, again, resulting in false interpretation.…”
Section: Selection Of Optimal Model Order For Adaptive Ar Modellingmentioning
confidence: 99%
“…Model order estimation remains a very complex issue, and various techniques to address this problem have been proposed. Based on the mathematical formulation, the techniques can be classified into three major categories (Cassar et al, 2009). The first category requires an a priori estimate of the model parameters to find the optimal order.…”
Section: Feature Extraction: the Autoregressive Modelmentioning
confidence: 99%