IDENTIFICATION OF JUMP COMPONENT PARAMETERS IN DISCRETE STATIONARY NOISE PROCESSES.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A simple discrete time ARMA noise model containing white noise sequence with mixed distribution is proposed in this paper to describe random jumps (in time and magnitude) as well as conventional noise term. The possibilities of identification of the jump model parameters were discussed and the results of several identification algorithms were compared on the examples of industrial records from a petrochemical plant. The methods and results are of importance in industrial fault diagnostic systems.

Original languageEnglish
Title of host publicationIFAC Proceedings Series
Publisherr IFAC by Pergamon Press
Pages643-648
Number of pages6
ISBN (Print)0080316689
Publication statusPublished - Jan 1 1985

Publication series

NameIFAC Proceedings Series
ISSN (Print)0741-1146

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ASJC Scopus subject areas

  • Engineering(all)

Cite this

Hangos, K. M. (1985). IDENTIFICATION OF JUMP COMPONENT PARAMETERS IN DISCRETE STATIONARY NOISE PROCESSES. In IFAC Proceedings Series (pp. 643-648). (IFAC Proceedings Series). r IFAC by Pergamon Press.