Ashish Singhal

A New Approach for ARMA Pole Estimation Using Higher-Order Crossings

The paper describes a new method for estimating the poles of an ARMA model using higher-order crossings. The method involves transforming counts of crossing events into estimates of ARMA poles via the autocorrelation domain. An important advantage of the method is that the crossing counts are the only features that need to be stored from the original data. The poles of an ARMA model of a control loop correspond to the roots of the characteristic equation and are thus useful for evaluating control performance.