ARMA spectral estimation of narrow-band processes via model reduction (Q3481126)

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ARMA spectral estimation of narrow-band processes via model reduction
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    ARMA spectral estimation of narrow-band processes via model reduction (English)
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    1990
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    autoregressive moving-average models
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    time-series analysis
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    high order autoregressive approximation
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    narrow-band processes
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    truncated internally balanced realization
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    optimal Hankel-norm model reduction
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    ARMA spectral estimates
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    maximum likelihood method
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