Estimation of multivariate signal by output autocovariance data in linear discrete-time systems (Q1922187): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 07:17, 5 March 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
