AN ARMA ORDER SELECTION METHOD WITH FUZZY THEOREM

In this paper, an ARMA order selection method is proposed with a fuzzy reasoning method. In order to identify the reference model with the A RMA model, we need to determine its ARMA order. A less or more ARMA or der, other than a suitable order causes problems such as; lack of spec tral information, increasing calculation cost, etc. Therefore, ARMA or der selection is significant for a high accurate ARMA model identifica tion. The proposed method attempts to select an ARMA order of a time-v arying model with the following procedures: (1) Suppose the parameters of the reference model change slowly, by introducing recursive fuzzy reasoning method, the estimated order is selected. (2) By introducing a fuzzy c-mean clustering method, the period of the time during which the reference model is changing is detected and the forgetting factor of the recursive fuzzy reasoning method is set. Further, membership fu nctions used in our algorithm are original, which are realized by expe riments. In this paper, experiments are documented in order to validat e the performance of the proposed method.