An orthogonal ARMA identifier with automatic order estimation for biological modeling

In this paper an ARMA identification algorithm is developed for modeling biological time series data. The algorithm is based on Gram-Schmidt orthogonalization of automatically selected basis functions from a specified function space. The selection criterion is based on recursive testing of potential...

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Veröffentlicht in:Annals of biomedical engineering 1989-01, Vol.17 (6), p.571-592
Hauptverfasser: KORENBERG, M. J, PAARMANN, L. D
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PAARMANN, L. D
description In this paper an ARMA identification algorithm is developed for modeling biological time series data. The algorithm is based on Gram-Schmidt orthogonalization of automatically selected basis functions from a specified function space. The selection criterion is based on recursive testing of potential benefit to the model of candidate functions. The candidate functions, AR and MA terms, are tested in a pair-wise search direction until a least-squares criterion is satisfied, thereby estimating the order. Additive noise is considered and the basic algorithm extended to improve performance in noise. The algorithm is also extended to systems with inaccessible inputs (signal modeling). Modeling of biological data from speech is included, and indicates good performance. The algorithm is derived from earlier work on nonlinear systems identification.
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subjects Algorithms
Biological and medical sciences
Computer Simulation
Computer Systems
Computerized, statistical medical data processing and models in biomedicine
Humans
Least-Squares Analysis
Medical sciences
Models and simulation
Models, Biological
Signal Processing, Computer-Assisted
Software
title An orthogonal ARMA identifier with automatic order estimation for biological modeling
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