Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models

DOI10.1016/0005-1098(93)90149-NzbMath0772.93077OpenAlexW2058807497MaRDI QIDQ1802000

Bittanti, Sergio, De Nicolao, Giuseppe

Publication date: 17 August 1993

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(93)90149-n

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

Related Items

Optimization problems for periodic systems ⋮ PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS ⋮ Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models ⋮ Bootstrapping Periodic State-Space Models

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