An ARMA model identification algorithm
University of Twente, Department of Electrical Engineering,
P.O. Box 217, NL-7500 AE Enschede, The Netherlands,
present addres
University of Groningen, Department of Computing Science,
P.O. Box 800, NL-9700 AV Groningen, The Netherlands,
phone: +31.50.363 3940 - fax: +31.50.363 38005
- e-mail: rudy@cs.rug.nl
Abstract
To identify from electroencephalogram (EEG) signals the mechanism, which
causes the spreading of epileptic seizures in the brain, we use a model
identification algorithm. We have choosen for autoregressive and moving
average (ARMA) modeling. We present an off-line maximum likelihood (ML) of
least squares algorithm, based on an iterative Gauss-Newton minimization. A
sytematic parameter search is integrated in the inversion of the
Hessian-matrix. The optimal model is selcted with the Akaike criterion. We
are able to identify a model in a large parameter space unsing only a few
active parameters. Finally we present some promising results.
Publication
Seventh Symposium on Information Theory in the Benelux,
May 22-23, 1986, Noorwijkerhout, The Netherlands,
Ed. Boekee, D.E.,
pp. 151-159,
Werkgemeenschap Informatie- en
Communicatietheorie, Enschede,
ISBN 90-6275-272-1,
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