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Pseudo-fractional ARMA modelling using a double Levinson recursion

Ortigueira, M.D.; Serralheiro, António J.

IET Control Theory & Applications, Vol. 1, Nº 1 ; The modelling of fractional linear systems through ARMA models is addressed. To perform this study, a new recursive algorithm for impulse response ARMA modelling is presented. This is a general algorithm that allows the recursive construction of ARMA models from the impulse response sequence. This algorithm does not need an exact order specification, as it give...

Data: 2007   |   Origem: Repositório Institucional da UNL

A new least-squares approach to differintegration modeling

Ortigueira, M.D.; Serralheiro, António J.

Signal Processing, Vol. 86, nº 10 ; In this paper a new least-squares (LS) approach is used to model the discrete-time fractional differintegrator. This approach is based on a mismatch error between the required response and the one obtained by the difference equation defining the auto-regressive, moving-average (ARMA) model. In minimizing the error power we obtain a set of suitable normal equations that allow...

Data: 2006   |   Origem: Repositório Institucional da UNL

New insights into pseudo-fractional ARMA modelling

Ortigueira, M.D.; Serralheiro, Antonio J.

Proceedings of the International Conference on Computational Cybernetics, Vienna University of Technology, August 30 - September 1, 2004 ; In this paper the modeling of Fractional Linear Systems through ARMA models is addressed. This study is performed by using a recursive algorithm for Impulse Response ARMA modelling leading us to propose suitable models for this problem

Data: 2004   |   Origem: Repositório Institucional da UNL

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