Methods of Signal Processing

Parameter Estimation of ARMA Processes

E. G. Zhilyakov


Abstract: We establish some algebraic properties of the elements of inverse matrices of ARMA (autoregressive?moving average) processes and propose new estimation algorithms.

UDC: 621.391.1:519.233.2

Received: 11.10.1989

 English version: Problems of Information Transmission, 1991, 27:2, 140–149

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