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ARMASA

swMATH ID: 14903
Software Authors: Broersen, P. M. T.
Description: ARMASA toolbox in Matlab. Features a unique program to estimate the power spectral density. The spectrum containing all significant details is calculated from a time series model. Model type as well as model order are determined automatically from the data, using statistical criteria. Robust estimation algorithms and order selection criteria are used to obtain reliable results. Unlike in FFT analysis, where the experimenter has to set the amount of smoothing of the raw FFT, the right level of detail is assessed using the data only.
Homepage: http://www.mathworks.com/matlabcentral/fileexchange/1330-armasa
Dependencies: Matlab
Related Software: System Identification Toolbox
Cited in: 2 Documents

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