Stabilization of smoothness priors time-varying autoregressive models

DOI10.1007/BF01196156zbMath0976.93074MaRDI QIDQ5926340

Mika Juntunen, Jari P. Kaipio

Publication date: 8 January 2002

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationexterior point algorithmnonlinear stability constraintssmoothness priorstime-varying autoregressive processes

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Data smoothing in stochastic control theory (93E14)

Related Items (1)

Stabilization of smoothness priors time-varying autoregressive models

Uses Software

• Regularization tools
• UTV

Cites Work

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• Stabilization of Subba Rao-Liporace models.
• A Transfer-Function Approach to Linear Time-Varying Discrete-Time Systems
• A smoothness priors long AR model method for spectral estimation
• Stabilization of smoothness priors time-varying autoregressive models

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