Step Identification Method for ARMA Model

A kind of linear identification method for ARMA model is presented.This method can give unbiased estimation of ARMA model parameters through two times of AR model parameters estimating,and the algorithm of AR model parameters estimating is linear.The identification method for the one dimension time series,open loop and closed loop system are developed by use of model ARMA.The stimulation results show that the methods presented in this paper have a good accuracy and reliability,and can be directly used for condition monitoring of a structure failure.