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MA estimation in polynomial time

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Publication:2734353
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DOI10.1109/78.847786zbMath1159.94326OpenAlexW2126509795MaRDI QIDQ2734353

Petre Stoica, Tomas McKelvey, Jorge Mari

Publication date: 13 December 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-55699



Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)


Related Items (6)

Optimal correction of an indefinite estimated MA spectral density matrix ⋮ Recursive identification for EIV ARMAX systems ⋮ Modeling continuous-time processes via input-to-state filters ⋮ Kalman-Popov-Yakubovich Lemma and the \(S\)-procedure: a historical essay ⋮ On the existence of a class of invertible FIR filters for spectral shaping ⋮ A new class of invertible FIR filters for spectral shaping




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