A Algorithem of Determining the order and Identifying the Parametere of ARMA Models
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    Abstract:

    This paper discusses general ARMA models. The formulas have been developed about the relationship of the impulse response sequence of the models and their parameters {ai} and {bi},then a algorithm determining the order based on the impulse response sequence is given, and a fast algorithm for {ai} and {bi} is devloped by the formulas and determining order algorithm. At last,the simulation experiment is performed,it illustrates the algorithms are true.

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LYU Rui. A Algorithem of Determining the order and Identifying the Parametere of ARMA Models[J]. Journal of National University of Defense Technology,1986,(1):139-144.

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History
  • Received:September 01,1985
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  • Online: August 18,2017
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