One New Method on ARMA Model Parameters Estimation

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...

ARMA model parameter estimation based on the equivalent MA approach

The paper investigates the relation between the parameters of an autoregressive moving average (ARMA) model and its equivalent moving average (EMA) model. On the basis of this relation, a new method is proposed for determining the ARMA model parameters from the coefficients of a finite-order EMA model. This method is a three-step approach: in the first step, a simple recursion relating the EMA ...

A new algorithm for recursive estimation of parameters in controlled ARMA processes

Multichannel ARMA Parameter Estimation

Using a perturbation matrix, we introduced a hyperplane used to define a generalized null-spectrum, based on both the signal and noise subspaces, while the MUSIC and Min-Norm null-spectra are defined based only on the noise subspace. With the generalized nullspectrum, we derived the upper and lower bounds of a class of the generalized null-spectrum, called the maximum and minimum null-spectra, ...

Improved ARMA spectral estimation using the canonical variate method