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An ARMA Order Selection Method with Fuzzy Theorem
Miki HASEYAMA Hideo KITAJIMA Masafumi EMURA Nobuo NAGAI
Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences
Vol.E77A
No.6
pp.937943 Publication Date: 1994/06/25 Online ISSN:
DOI: Print ISSN: 09168508 Type of Manuscript: Special Section PAPER (Special Section of Papers Selected from 1993 Joint Technical Conference on Circuits/Systems, Computers and Communications (JTCCSCC'93)) Category: Digital Signal Processing Keyword: system identification, ARMA, Fuzzy theorem, ARMA order selection, determination of forgetting factor,
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Summary:
In this paper, an ARMA order selection method is proposed with a fuzzy reasoning method. In order to identify the reference model with the ARMA model, we need to determine its ARMA order. A less or more ARMA order, other than a suitable order causes problems such as; lack of spectral information, increasing calculation cost, etc. Therefore, ARMA order selection is significant for a high accurate ARMA model identification. The proposed method attempts to select an ARMA order of a timevarying model with the following procedures: (1) Suppose the parameters of the reference model change slowly, by introducing recursive fuzzy reasoning method, the estimated order is selected. (2) By introducing a fuzzy cmean clustering methed, the period of the time during which the reference model is changing is detected and the forgetting factor of the recursive fuzzy reasoning method is set. Further, membership functions used in our algorithm are original, which are realized by experiments. In this paper, experiments are documented in order to validate the performance of the proposed method.

