On the singular value decomposition, applied in the analysis and prediction of almost periodic signals

DOI10.1016/0165-1684(94)90073-6zbMath0818.93041OpenAlexW2092733016MaRDI QIDQ1341384

Palit Sarbani, P. P. Kanjilal

Publication date: 11 January 1995

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(94)90073-6

zbMATH Keywords

predictionperformancerobustnessparameter estimationsingular value decompositionARIMA modelsperiodic signalsorder determinationBox-Jenkins method

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Eigenvalue problems (93B60) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Digital control/observation systems (93C62)

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