ARMA Spectral Estimation via Model Reduction
1986 (English)In: Proceedings of the 1986 American Control Conference, 1986, 1640-1641 p.Conference paper (Refereed)
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.
IdentifiersURN: urn:nbn:se:kth:diva-57968OAI: oai:DiVA.org:kth-57968DiVA: diva2:472776
1986 American Control Conference. Seattle, WA, USA
QC 201201042012-01-042012-01-042013-09-05Bibliographically approved