On the ill conditioning of locating transmission zeros in least squares ARMA filtering

DOI10.1016/0377-0427(84)90036-0zbMath0566.65100OpenAlexW1965364552MaRDI QIDQ1059386

Adhemar Bultheel

Publication date: 1984

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(84)90036-0

zbMATH Keywords

ill-posed problemtransmission zerosautoregressive-moving average filtersNevanlinna-Pick algorithmoptimal least-squares rational approximation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Szegö functions and multipoint Padé approximation ⋮ Applications of the notion of analytic center in approximation (estimation) problems

Cites Work

• Padé-type approximation and general orthogonal polynomials
• Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences
• On a generalized Szegö- Levinson realization algorithm for optimal linear predictors based on a network synthesis approach
• An Algorithm for the Inversion of Finite Toeplitz Matrices
• Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
• Algorithms for Triangular Decomposition of Block Hankel and Toeplitz Matrices with Application to Factoring Positive Matrix Polynomials
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