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An efficient and ve...
An efficient and versatile algorithm for computing the covariance function of an ARMA process
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- Söderström, T (author)
- Uppsala universitet,Institutionen för informationsteknologi,Reglerteknik,AUTOMATIC CONTROL
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Jezek, J (author)
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Kucera, V (author)
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(creator_code:org_t)
- 1998
- 1998
- English.
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In: IEEE TRANSACTIONS ON SIGNAL PROCESSING. - 1053-587X. ; 46:6, s. 1591-1600
- Related links:
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https://urn.kb.se/re...
Abstract
Subject headings
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- Computation of an ARMA covariance function is a common ingredient in analysis and synthesis of various problems in stochastic control, estimation, and signal processing, Several approaches can be used for this purpose. In this paper, we present an algorit
Keyword
- ARMA process; covariance function; numerical algorithm; numerical robustness; polynomial algorithm; MATRIX
Publication and Content Type
- ref (subject category)
- art (subject category)
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