Direct estimation of ARMA model orders using output cumulants

In this paper, the problem of order estimation of ARMA models is treated using third order cumulants of the observed system output only. It is shown that the rank conditions of certain third order cumulants matrices are directly related to the model orders (p, q). These matrices go from being of full rank to being rank deficient as some of their indices cross the correct model orders. This transition in the rank condition is effectively used to estimate the model orders. This method of order estimation does not relay on the knowledge of the model parameters values which is required in many published methods of order estimation. Moreover, the developed technique is immune against contaminating observations noise effects which usually result in over estimation of model orders. Several numerical examples are provided

Direct estimation of ARMA model orders using output cumulants

In this paper, the problem of order estimation of ARMA models is treated using third order cumulants of the observed system output only. It is shown that the rank conditions of certain third order cumulants matrices are directly related to the model orders (p, q). These matrices go from being of full rank to being rank deficient as some of their indices cross the correct model orders. This transition in the rank condition is effectively used to estimate the model orders. This method of order estimation does not relay on the knowledge of the model parameters values which is required in many published methods of order estimation. Moreover, the developed technique is immune against contaminating observations noise effects which usually result in over estimation of model orders. Several numerical examples are provided

Parameter Estimation Of Wiener-Hammerstein Models

Several algorithms, namely the Output Error (OE), the Equation Error (EE), the Prediction Error (PE), and the Instrumental Variable (IV), for parameter estimation of Wiener-Hammerstein models, are derived. Monte Carlo simulation results are provided showing the effectiveness, and comparing the performance of these algorithm

Parameter Estimation Of Wiener-Hammerstein Models

Several algorithms, namely the Output Error (OE), the Equation Error (EE), the Prediction Error (PE), and the Instrumental Variable (IV), for parameter estimation of Wiener-Hammerstein models, are derived. Monte Carlo simulation results are provided showing the effectiveness, and comparing the performance of these algorithm

Performance Analysis Of Buffered CSMA/CD Systems

This paper presents a new approximation approach, called tagged user approach (TUA), for the queueing analysis of slotted CSMA/CD systems with a finite user population having either finite or infinite user buffer capacity. By assuming a symmetric channel, the performance analysis of the overall system is determined by the performance of an arbitrarily selected user, called the tagged user. With the further assumption that each user always operates with its equilibrium probability, the packet service time distribution can be obtained using a state Bow graph by studying the channel contention scheme. The obtained packet service time distribution is then applied to the queueing analysis of the tagged user using the standard queueing theory. That is, the analysis of the channel contention scheme and the analysis of the user queueing behavior an decoupled in this paper. Hence, TUA can be applied to complicated systems such as those where each user buffer may have bulk packet arrivals and random service discipline as long as the corresponding queueing: theory iis available. Since a state transition probability matrix is not required in TUA, the required amount of computation is quite small. Simulation results verify the high accuracy of the analysis

Spacecraft spin axis attitude determination

A mathematical formulation of the spacecraft spin axis attitude determination problem in the form of a norm constrained-least-squares minimization problem is provided. The formulation has a mathematically transparent interpretation as a search for the optimal unit vector on the surface of the unit sphere. Two algorithms are developed and compared by simulation. The results show a tradeoff between estimation accuracy and computational requirements. One algorithm is about three times more accurate than the other and is therefore recommended even though it requires about 20% more in computer storage and operations, and about 50% more in central processing unit tim

Spacecraft spin axis attitude determination

A mathematical formulation of the spacecraft spin axis attitude determination problem in the form of a norm constrained-least-squares minimization problem is provided. The formulation has a mathematically transparent interpretation as a search for the optimal unit vector on the surface of the unit sphere. Two algorithms are developed and compared by simulation. The results show a tradeoff between estimation accuracy and computational requirements. One algorithm is about three times more accurate than the other and is therefore recommended even though it requires about 20% more in computer storage and operations, and about 50% more in central processing unit tim