Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 27th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct-Nov. 1995, BEPPU)
ARMA Modeling and Order Determination
Jing-Wu YaoSueo Sugimoto
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1996 Volume 1996 Pages 113-119

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Abstract
An identification problem is considered for stable rational minimum-phase transfer functions without a priori knowledge of either numerator or denominator degrees. Recently, a new technique for ARMA-system identification has been proposed by making use of the powerful concepts of positive functions and bounded functions. We examine the ARMA-system identification method and propose a new criterion for determination of ARMA model order. It is shown that the developed criterion is more simple and practical by simulation experiments.
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© 1996 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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