# ARMA models

Started by October 29, 2012
```Suppose you have a system B/A and you
estimate using an AR method g/A2 where g is a constant, the rest ie B,A,A2 are polynomials in z^-1. Here I am assuming that you cannot get A directly using an AR method since it is estimating an approximation of the zeros in the poles.So instead we call it A2.

Then you estimate B/A = C using a MA method.(where C is another polynomial).

Can you combine C,A2 and g in any way to get the "true" model B/A?

```
```On Sun, 28 Oct 2012 21:04:22 -0700, gyansorova wrote:

> Suppose you have a system B/A and you estimate using an AR method g/A2
> where g is a constant, the rest ie B,A,A2 are polynomials in z^-1. Here
> I am assuming that you cannot get A directly using an AR method since it
> is estimating an approximation of the zeros in the poles.So instead we
> call it A2.
>
> Then you estimate B/A = C using a MA method.(where C is another
> polynomial).
>
> Can you combine C,A2 and g in any way to get the "true" model B/A?

Good question.  I dunno.  There's probably enough information in there.

But why not just use ARMA to estimate B/A?

--
My liberal friends think I'm a conservative kook.
My conservative friends think I'm a liberal kook.
Why am I not happy that they have found common ground?

Tim Wescott, Communications, Control, Circuits & Software
http://www.wescottdesign.com
```
```On Tuesday, October 30, 2012 5:46:59 AM UTC+13, Tim Wescott wrote:
> On Sun, 28 Oct 2012 21:04:22 -0700, gyansorova wrote:
>
>
>
> > Suppose you have a system B/A and you estimate using an AR method g/A2
>
> > where g is a constant, the rest ie B,A,A2 are polynomials in z^-1. Here
>
> > I am assuming that you cannot get A directly using an AR method since it
>
> > is estimating an approximation of the zeros in the poles.So instead we
>
> > call it A2.
>
> >
>
> > Then you estimate B/A = C using a MA method.(where C is another
>
> > polynomial).
>
> >
>
> > Can you combine C,A2 and g in any way to get the "true" model B/A?
>
>
>
> Good question.  I dunno.  There's probably enough information in there.
>
>
>
> But why not just use ARMA to estimate B/A?
>
>
>
> --
>
> My liberal friends think I'm a conservative kook.
>
> My conservative friends think I'm a liberal kook.
>
> Why am I not happy that they have found common ground?
>
>
>
> Tim Wescott, Communications, Control, Circuits & Software
>
> http://www.wescottdesign.com

I could tell you but I would have to shoot you afterwards.
```
```<gyansorova@gmail.com> wrote:
>Suppose you have a system B/A and you
>estimate using an AR method g/A2 where g is a constant, the rest ie B,A,A2
>are polynomials in z^-1. Here I am assuming that you >cannot get A directly
>using an AR method since it is estimating an approximation of the zeros in
>the poles.So instead we call it A2.
>Then you estimate B/A = C using a MA method.(where C is another
>polynomial).
>Can you combine C,A2 and g in any way to get the "true" model B/A?

No.

It is not possible to recreate entire data from two solution vectors.
Therefore, you can compute _a_ solution in the form of A/B, but this
solution is generally not going to be the same as true ARMA solution; unless
for special cases.

DSP and Mixed Signal Consultant
www.abvolt.com

```
```On Monday, October 29, 2012 5:04:22 PM UTC+13, gyans...@gmail.com wrote:
> Suppose you have a system B/A and you
>
> estimate using an AR method g/A2 where g is a constant, the rest ie B,A,A2 are polynomials in z^-1. Here I am assuming that you cannot get A directly using an AR method since it is estimating an approximation of the zeros in the poles.So instead we call it A2.
>
>
>
> Then you estimate B/A = C using a MA method.(where C is another polynomial).
>
>
>
> Can you combine C,A2 and g in any way to get the "true" model B/A?

I beginning to believe you.
```