Vector ARMA estimation: a reliable subspace approach (Q2734358)

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Vector ARMA estimation: a reliable subspace approach
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    Vector ARMA estimation: a reliable subspace approach (English)
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    13 December 2001
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    autoregressive moving-average
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    covariance fitting
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    linear matrix inequality
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    polynomial factorizations
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    Schur stability
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    semidefinite programming
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    system identification
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    vector-valued linear stochastic systems
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    subspace methods
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