Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (Q1922187): Difference between revisions
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Revision as of 23:06, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of multivariate signal by output autocovariance data in linear discrete-time systems |
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Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (English)
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25 November 1996
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For a given autoregressive model, this work proposes an iterative technique to estimate its model and statistical parameters. This is done by using a finite data record involving the output of the model and its covariance. A simulation example is included to show the applicability of the technique.
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system identification
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data smoothing
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autoregressive model
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