%0 Journal Article
%T An Approach to MA Order Determination of ARMA Processes<br>确定ARMA模型MA阶数的一种方法
%A Zhang Xianda
%A <br>张贤达
%J 自动化学报
%D 1994
%I 
%X This paper proposes an approach to MA order identification of general ARMA models using sample autocorrelations and AR parameter estimates. In this approach,the order identification reduces to the rank determination of an upper triangular matrix, whereas it can be accomplished by using simpler computations. The simulation examples show that our approach has good statistical performances and is numerically robust.
%K system identification
%K ARMA model
%K order determination
%K SVD
%K total least squares<br>系统辨识
%K ARMA模型
%K 最小二乘法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=E76622685B64B2AA896A7F777B64EB3A&aid=2D653E91FE33CBAF7AF3DF36AC4790A2&yid=3EBE383EEA0A6494&vid=A04140E723CB732E&iid=CA4FD0336C81A37A&sid=E203FB1A272C9DD2&eid=656F8C8401D91023&journal_id=0254-4156&journal_name=自动化学报&referenced_num=2&reference_num=2