Vector ARMA estimation: a reliable subspace approach

DOI10.1109/78.847793zbMath1017.93100OpenAlexW2141601259MaRDI QIDQ2734358

Jorge Mari, Tomas McKelvey, Petre Stoica

Publication date: 13 December 2001

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

Full work available at URL: https://doi.org/10.1109/78.847793

zbMATH Keywords

subspace methodssystem identificationsemidefinite programminglinear matrix inequalitySchur stabilitypolynomial factorizationsautoregressive moving-averagecovariance fittingvector-valued linear stochastic systems

Mathematics Subject Classification ID

Related Items (4)

Modeling continuous-time processes via input-to-state filters ⋮ On the indirect approaches for CARMA model identification ⋮ Combining evolutionary and stochastic gradient techniques for system identification ⋮ Robust spectral factor approximation of discrete-time frequency domain power spectras

Uses Software

• LMI toolbox

This page was built for publication: Vector ARMA estimation: a reliable subspace approach