ARMA model identification from noisy observations based on a two-step errors-in-variables approach
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DOI: 10.1016/j.ifacol.2017.08.1857
Abstract: Abstract This paper proposes a new method for identifying ARMA models in the presence of additive white noise. The method operates with two main steps. First, the noisy ARMA model is approximated by the sum… read more here.
Keywords: variables approach; errors variables; arma model; model ... See more keywords