Spectral estimation by least-squares optimization based on rational covariance extension

DOI10.1016/j.automatica.2006.09.003zbMath1111.93084OpenAlexW2144387019MaRDI QIDQ869094

Ryozo Nagamune, Giovanna Fanizza

Publication date: 26 February 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.09.003

zbMATH Keywords

optimizationspectral estimationSchur polynomialleast-squares sumrational covariance extension

Mathematics Subject Classification ID

Geometric methods (93B27) Least squares and related methods for stochastic control systems (93E24)

Related Items (2)

Spectral estimation by least-squares optimization based on rational covariance extension ⋮ Passivity-preserving model reduction by analytic interpolation

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