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Author Gersch, W. ♦ Kitagawa, G.
Source IEEE Xplore Digital Library
Content type Text
Publisher Institute of Electrical and Electronics Engineers, Inc. (IEEE)
File Format PDF
Copyright Year ©1984
Language English
Subject Domain (in DDC) Technology ♦ Engineering & allied operations ♦ Other branches of engineering
Subject Keyword Transfer functions ♦ Hafnium ♦ Polynomials ♦ Minimization methods
Abstract A smoothness priors approach is taken to transfer function estimation from stationary time series data. An impulse response model plus an additive AR noise model each of order M is assumed. This is algebraically equivalent to an ARMAX plus white noise model. Frequency domain smoothness priors are assumed on the ARMAX polynomials and smoothness hyperparameters balance the tradeoff between the infidelity of the model to the data and the infidelity of the model to the smoothness constraints. The likelihood of hyperparameters is maximized by a constrained least squares-gradient search computational procedure. Wind velocity - differential pressure data from the Schmehausen hyperbolic cooling tower is analyzed.
Description Author affiliation: University of Hwaii, Honolulu, Hawaii (Gersch, W.) || The Institute of Statistical Mathematics, Tokyo, Japan (Kitagawa, G.)
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research ♦ Reading
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1984-12-12
Publisher Place USA
Rights Holder Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Size (in Bytes) 470.00 kB
Page Count 6
Starting Page 363
Ending Page 368


Source: IEEE Xplore Digital Library