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ARMA Spectral Estimation via Model Reduction
Division of Automatic Control, Department of Electrical Engineering, Linköping University, S-581 83 Linköping, Sweden.ORCID iD: 0000-0002-1927-1690
Division of Automatic Control, Department of Electrical Engineering, Linköping University, S-581 83 Linköping, Sweden.ORCID iD: 0000-0003-2298-6774
1986 (English)In: Proc. 1986 American Control Conference, 1986, 1640-1641 p.Conference 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. 1640-1641 p.
Keyword [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: 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: 2013-09-05Bibliographically approved

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Wahlberg, BoOttersten, Björn

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