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System identification 1:ARMA models - VBN PDF

33 Pages·2016·15.53 MB·English
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Aalborg Universitet System Identification 1 arma models Jensen, Jakob Laigaard Publication date: 1989 Document Version Early version, also known as pre-print Link to publication from Aalborg University Citation for published version (APA): Jensen, J. L. (1989). System Identification 1: arma models. Dept. of Building Technology and Structural Engineering, Aalborg University. Fracture and Dynamics Vol. R8908 No. 10 General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights. - Users may download and print one copy of any publication from the public portal for the purpose of private study or research. - You may not further distribute the material or use it for any profit-making activity or commercial gain - You may freely distribute the URL identifying the publication in the public portal - Take down policy If you believe that this document breaches copyright please contact us at [email protected] providing details, and we will remove access to the work immediately and investigate your claim. Downloaded from vbn.aau.dk on: March 04, 2023

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were models of low order such as ARMA(2,1) and ARMA(4,3) models. 1 INTRODUCTION: ARMA . the application of ARMA models in the field of system identification. 2.1 Parameter Estimation .. These shocks were manually produced by
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