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 language | English |
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Title of host publication | 1991 IEEE Instrumentation and Measurement Technology Conference |
Publisher | IEEE Institute of Electrical and Electronic Engineers |
Pages | 315-318 |
ISBN (Print) | 978-0-87942-579-1 |
DOIs | |
Publication status | Published - 1991 |
MoE publication type | A4 Article in a conference publication |
Event | 1991 IEEE Instrumentation and Measurement Technology Conference - Atlanta, United States Duration: 14 May 1991 → 16 May 1991 |
Conference
Conference | 1991 IEEE Instrumentation and Measurement Technology Conference |
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Country/Territory | United States |
City | Atlanta |
Period | 14/05/91 → 16/05/91 |