Quantcast
Channel: linear models Archives - GaussianWaves
Viewing all articles
Browse latest Browse all 6

Solving ARMA model – minimization of squared error

$
0
0

Key focus: Can a unique solution exists when solving ARMA (Auto Regressive Moving Average) model ? Apply minimization of squared error to find out. As discussed in the previous post, the ARMA model is a generalized model that is a mix of both AR and MA model. Given a signal x[n], AR model is easiest ... Read more

The post Solving ARMA model – minimization of squared error appeared first on GaussianWaves.


Viewing all articles
Browse latest Browse all 6

Trending Articles