Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models
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Publication:1802000
DOI10.1016/0005-1098(93)90149-NzbMath0772.93077OpenAlexW2058807497MaRDI QIDQ1802000
Bittanti, Sergio, De Nicolao, Giuseppe
Publication date: 17 August 1993
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(93)90149-n
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)
Related Items
Optimization problems for periodic systems ⋮ PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS ⋮ Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models ⋮ Bootstrapping Periodic State-Space Models
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