Automation and information-measuring equipment

Сorrelative method for determination of the optimum autoregressive model order

Authors

R. N. Kvietnyi
Yu. A. Buniak

Keywords

correlative method autoregressive model inverse correlation matrix singular values spectral power density test sequence

Abstract

The method of the optimum autoregressive model order determination is considered basing on the structure of inverse correlation matrix. The comparative analysis of the method by singular value decomposition was carried cut. The method was studied using an example of spectral power density estimation of the test sequence.
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How to Cite

[1]
“Сorrelative method for determination of the optimum autoregressive model order”, Вісник ВПІ, no. 2, pp. 20–22, Nov. 2010, Accessed: Oct. 07, 2026. Available: https://visnyk.vntu.edu.ua/index.php/visnyk/article/view/156

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