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.

Downloads

Abstract views: 109

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

Metrics

Downloads

Download data is not yet available.

License

Authors who publish with this journal agree to the following terms:

  • Authors retain copyright and grant the journal right of first publication.
  • Authors are able to enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
  • Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) prior to and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).

Most read articles by the same author(s)