Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (Q1922187)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of multivariate signal by output autocovariance data in linear discrete-time systems |
scientific article; zbMATH DE number 927163
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of multivariate signal by output autocovariance data in linear discrete-time systems |
scientific article; zbMATH DE number 927163 |
Statements
Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (English)
0 references
25 November 1996
0 references
For a given autoregressive model, this work proposes an iterative technique to estimate its model and statistical parameters. This is done by using a finite data record involving the output of the model and its covariance. A simulation example is included to show the applicability of the technique.
0 references
system identification
0 references
data smoothing
0 references
autoregressive model
0 references
