ARMA Spectral Estimation via Model Reduction 1986 (English)In: Proc. 1986 American Control Conference, 1986, p. 1640-1641Conference paper, Published paper (Refereed)

Abstract [en]

In this paper we study how to estimate autoregressive moving average (ARMA) processes via a high order autoregressive (AR) estimate and model reduction. The model reduction techniques considered are based on the L²-norm. internally balanced realizations, or the Hankelnorm. We apply this estimation technique to the problem of finding narrow-band signals in white noise.

Place, publisher, year, edition, pages

1986. p. 1640-1641

Keywords [en]

Automatic control, Closed-form solution, Iterative methods, Least squares approximation, Maximum likelihood estimation, Narrowband, Optimization methods, Reduced order systems, System identification, White noise

National Category

Control Engineering

Identifiers

URN: urn:nbn:se:kth:diva-92641OAI: oai:DiVA.org:kth-92641DiVA, id: diva2:514163

Conference

American Control Conference, 18-20 June 1986, Seattle, WA, USA

Note

NR 20140805Available from: 2012-04-05 Created: 2012-04-05 Last updated: 2022-06-24Bibliographically approved

Open Access in DiVA

No full text in DiVA

Authority records

Wahlberg, BoOttersten, Björn

Search in DiVA

By author/editor

Wahlberg, BoOttersten, Björn

On the subject

Control Engineering

Search outside of DiVA

GoogleGoogle ScholarTotal: 89 hits