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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Published

2010-11-12

How to Cite

[1]
R. N. Kvietnyi and Y. A. Buniak, “Сorrelative method for determination of the optimum autoregressive model order”, Вісник ВПІ, no. 2, pp. 20–22, Nov. 2010.

Issue

No 2 (2005)

Section

Automation and information-measuring equipment

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