ARMA PARAMETER ESTIMATION

Estimating the parameter of AR-MA sequences is fundamental. Here we present another method for ARMA

Description

This function provides espectral estimate which is maximum entropy stisfying correlation constraint(number of poles) and cepstrum constraints (number of ceros).

The function requeries: input signal, order of denominator, order of numerator.

ARMA_LAST function requires spa_corc.m file to compute the autocorrelation matrix

• MATLAB release: MATLAB 7.0.4 (R14SP2)

[Deguang Xie]

academic research

[Abderrezak Metatla]

j'ai besoin des documentations sur la technique d'estimations paramétriques

[Metatla Abderrezak]

j'ai besoin des documentations sur le diagnostic des défauts dans la machine asynchrone par la technique d'estimation paramétrique simuler en MATALAB.

[Sean Fulop]

Well, I tried comparing it with the ARMA spectrum produced by a good scheme (from HOSA toolbox), and the result of this code is not worth anything.
I've never seen any kind of spectral estimate go so wrong--something must be incorrect in the implementation or the theory.