Autoregressive spectral analysis when observations are missing

DOI10.1016/J.AUTOMATICA.2004.04.011MaRDI QIDQ1881188zbMATH OpenOpenAlexFDO

Authors P. M. T. Broersen, Stijn de Waele, Robert Bos

Publication date 4 October 2004

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2004.04.011

zbMATH Keywords

spectral estimationmissing data algorithm

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 4088699 (Why is no real title available?)
• scientific article; zbMATH DE number 4102349 (Why is no real title available?)
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• Frequency domain system identification with missing data
• Identification of ARX-models subject to missing data
• Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
• Multiple optima in identification of ARX models subject to missing data
• Optimal ARMA parameter estimation based on the sample covariances for data with missing observations

Cited in

(13)

• scientific article; zbMATH DE number 4088784 (Why is no real title available?)
• Spectral modeling of time series with missing data
• Stable spline identification of linear systems under missing data
• Parameter estimation with scarce measurements
• Identification from data with periodically missing output samples
• Rank estimation in missing data matrix problems
• Missing data spectral estimation using \(l_q\) penalized matrix completion
• Spectral analysis of signals. The missing data case.
• ARMA spectral estimation of time series with missing observations
• Optimal ARMA parameter estimation based on the sample covariances for data with missing observations
• Spectral estimation for locally stationary time series with missing observations
• Spectral estimation in the presence of missing data
• On the theory of continuous time series

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