ARMA Spectral Estimation via Model Reduction
1986 (English)In: Proc. 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.
Automatic control, Closed-form solution, Iterative methods, Least squares approximation, Maximum likelihood estimation, Narrowband, Optimization methods, Reduced order systems, System identification, White noise
IdentifiersURN: urn:nbn:se:kth:diva-92641OAI: oai:DiVA.org:kth-92641DiVA: diva2:514163
American Control Conference, 18-20 June 1986, Seattle, WA, USA
NR 201408052012-04-052012-04-052013-09-05Bibliographically approved