ARMA spectral estimation using weighted model identification systems.

Improved ARMA spectral estimation using the canonical variate method

A superresolution method of ARMA spectral estimation

Recently, a method for generating an ARMA spectral estimator model which possessed super— resolution performance was developed [2]. This method entailed minimizing a weighted quadratic functional of a set of 'basic error terms." An issue which remained to be resolved at that time was the selection of the weighting matrix that characterized the functional being minimized. A weighting matrix sele...

Blind Estimation of ARMA Systems

1 : In this paper, we present an approach to blind estimation of non-minimum phase ARMA models using fourth order statistics. The algorithm follows a Residual Time Series (RTS) procedure, which sequentially identiies the AR and MA parts. In step 1 of the RTS concept, the AR estimation is geared to deliver the shortest impulse response of the overall system, so that a new fast approach to MA sys...

An Efficient Linear Method of Arma Spectral Estimation

A three step method for obtaining nearly maximum likelihood ARMA spectral estimates is presented. The computational complexity of the algorithm is comparable to YuleWalker methods, but the method gives asymptotically efficient estimates. The implementation of the algorithm is discussed, and numerical examples are presented to illustrate its performance.

Identification of an Autonomous Underwater Vehicle Dynamic Using Extended Kalman Filter with ARMA Noise Model

In the procedure of designing an underwater vehicle or robot, its maneuverability and controllability must be simulated and tested, before the product is finalized for manufacturing. Since the hydrodynamic forces and moments highly affect the dynamic and maneuverability of the system, they must be estimated with a reasonable accuracy. In this study, hydrodynamic coefficients of an autonomous un...