Perrott M H, Cohen R J
Harvard-Massachusetts Institute of Technology, Division of Health Sciences and Technology, Cambridge 02139, USA.
IEEE Trans Biomed Eng. 1996 Jan;43(1):1-14. doi: 10.1109/10.477696.
This paper presents a new approach to AutoRegressive Moving Average (ARMA or ARX) modeling which automatically seeks the best model order to represent investigated linear, time invariant systems using their input/output data. The algorithm seeks the ARMA parameterization which accounts for variability in the output of the system due to input activity and contains the fewest number of parameters required to do so. The unique characteristics of the proposed system identification algorithm are its simplicity and efficiency in handling systems with delays and multiple inputs. We present results of applying the algorithm to simulated data and experimental biological data In addition, a technique for assessing the error associated with the impulse responses calculated from estimated ARMA parameterizations is presented. The mapping from ARMA coefficients to impulse response estimates is nonlinear, which complicates any effort to construct confidence bounds for the obtained impulse responses. Here a method for obtaining a linearization of this mapping is derived, which leads to a simple procedure to approximate the confidence bounds.
本文提出了一种自回归移动平均(ARMA或ARX)建模的新方法,该方法利用输入/输出数据自动寻找最佳模型阶数,以表示所研究的线性时不变系统。该算法寻找ARMA参数化,该参数化考虑了由于输入活动导致的系统输出变化,并且包含实现此目的所需的最少参数数量。所提出的系统辨识算法的独特之处在于其在处理具有延迟和多个输入的系统时的简单性和效率。我们展示了将该算法应用于模拟数据和实验生物学数据的结果。此外,还提出了一种用于评估与从估计的ARMA参数化计算出的脉冲响应相关的误差的技术。从ARMA系数到脉冲响应估计的映射是非线性的,这使得为获得的脉冲响应构建置信区间的任何努力都变得复杂。这里推导了一种获得此映射线性化的方法,这导致了一个近似置信区间的简单过程。