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ARMA PARAMETER ESTIMATION

14 Mar 2008 (Updated 14 Mar 2008)

No BSD License

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

File Information

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)

Tags for This File
Everyone's Tags	arma(2), cepstrum, durbin, last, spectral analysis, time series
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Comments and Ratings (3)
02 Apr 2008	Deguang Xie	academic research
28 Jul 2008	Abderrezak Metatla	j'ai besoin des documentations sur la technique d'estimations paramétriques
14 Oct 2008	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.

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Tag Activity for this File
Tag	Applied By	Date/Time
spectral analysis	Miguel Angel Lagunas	22 Oct 2008 09:53:33
arma	Miguel Angel Lagunas	22 Oct 2008 09:53:33
cepstrum	Miguel Angel Lagunas	22 Oct 2008 09:53:33
last	Miguel Angel Lagunas	22 Oct 2008 09:53:33
durbin	Miguel Angel Lagunas	22 Oct 2008 09:53:33
arma	Kateryna Shapovalova	22 Nov 2009 10:02:40
time series	Albert Steiner	24 Nov 2009 09:00:37

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