Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (Q1922187): Difference between revisions
From MaRDI portal
Removed claim: reviewed by (P1447): Item:Q192947 |
Changed an Item |
||
Property / reviewed by | |||
Property / reviewed by: Edwin Engin Yaz / rank | |||
Normal rank |
Revision as of 18:07, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of multivariate signal by output autocovariance data in linear discrete-time systems |
scientific article |
Statements
Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (English)
0 references
25 November 1996
0 references
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.
0 references
system identification
0 references
data smoothing
0 references
autoregressive model
0 references