MA estimation in polynomial time.

DOI10.1109/78.847786MaRDI QIDQ2734353zbMATH OpenOpenAlexFDO

Authors Petre Stoica, T. McKelvey, Jørge Mari

Publication date 13 December 2001

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-55699

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(9)

• On the existence of a class of invertible FIR filters for spectral shaping
• A new class of invertible FIR filters for spectral shaping
• Optimal correction of an indefinite estimated MA spectral density matrix
• Multidimensional and strong Gevers-Wouters algorithm for estimating moving average parameters and its application to the construction of the ARMA innovation model
• MA-model identification using modulated moment sequences
• First-order methods for nonnegative trigonometric matrix polynomials
• Recursive identification for EIV ARMAX systems
• Modeling continuous-time processes via input-to-state filters
• Kalman-Popov-Yakubovich Lemma and the \(S\)-procedure: a historical essay

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