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ARMA Spectral Estimation via Model Reduction
Department of Electrical Engineering, Linköping University. (Automatic Control)ORCID iD: 0000-0002-1927-1690
Department of Electrical Engineering, Linköping University.ORCID iD: 0000-0003-2298-6774
1986 (English)In: Proceedings of the 1986 American Control Conference, 1986, 1640-1641 p.Conference 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. 1640-1641 p.
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-57968OAI: diva2:472776
1986 American Control Conference. Seattle, WA, USA
QC 20120104Available from: 2012-01-04 Created: 2012-01-04 Last updated: 2013-09-05Bibliographically approved

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Wahlberg, BoOttersten, Björn
Control Engineering

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