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研究了ＡＲＭＡ模型的建模问题．把正交最小二乘算法用于确定ＡＲＭＡ模型的结构，同时也辨识了ＡＲＭＡ模型的相应参数．最后给出一些算例说明算法的可行性．
The modeling problem of ARMA model is studied. Orthogonal least squares algorithm is used to determine the structure of ARMA model, meanwhile, the corresponding parameters of ARMA model are also identified. Finally, some examples are given to illustrate the feasibility of the algorithm.