제어로봇시스템학회:학술대회논문집

Institute of Control, Robotics and Systems (제어로봇시스템학회)
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A New Variant of Correlation Approach for ARMA Model Identification

  • Seong, Sang-Man (School of Mechatronics, Korea University of Technology and Education)
  • Published : 2005.06.02
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Abstract

We proposed a new variant of correlation approach for ARMA model. The proposed method is is intended to make the current prediction error uncorrelated with the past one. In the investigation of the properties, the uniqueness, consistency and asymptotic normality of the estimate are shown. Via simulation results, we show that the proposed method give good estimates for various systems.

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