Vector ARMA estimation: a reliable subspace approach (Q2734358)
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English | 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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