Utilizing multivariate autoregressive model to reveal internal dependences in multichannel measurement data

Risto Suoranta, Seppo Rantala

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientificpeer-review

    3 Citations (Scopus)

    Abstract

    A method based on the estimation of the multivariate autoregressive model (MAR-model) is introduced to analyze multichannel data. Because the MAR-model is a black-box model and can describe systems with feedback-loops, it table for the analysis of complex closed-loop multivariate systems. The authors identify the MAR-model and, based on the model, decompose the multichannel spectral matrix. The proposed method offers a new possibility to analyze systems of which there is no exact prior knowledge of internal structures.
    Original languageEnglish
    Title of host publication1991 IEEE Instrumentation and Measurement Technology Conference
    PublisherIEEE Institute of Electrical and Electronic Engineers
    Pages315-318
    ISBN (Print)978-0-87942-579-1
    DOIs
    Publication statusPublished - 1991
    MoE publication typeA4 Article in a conference publication
    Event1991 IEEE Instrumentation and Measurement Technology Conference - Atlanta, United States
    Duration: 14 May 199116 May 1991

    Conference

    Conference1991 IEEE Instrumentation and Measurement Technology Conference
    Country/TerritoryUnited States
    CityAtlanta
    Period14/05/9116/05/91

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