Cepstral identification of autoregressive systems

DOI10.1016/J.AUTOMATICA.2022.110214zbMATH Open1485.93129OpenAlexW4220685941MaRDI QIDQ2116677FDOQ2116677

B. De Moor, Christof Vermeersch, Oliver Lauwers

Publication date: 18 March 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110214

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zbMATH Keywords

classificationsignal processingsystem identificationdifference equationsdiscrete-time systemspolynomialsautoregressive systems

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) System identification (93B30) Discrete-time control/observation systems (93C55)

Cites Work

• Clustering of time series data -- a survey
• Introduction to Time Series and Forecasting
• Approximation of Large-Scale Dynamical Systems
• Spectral Analysis for Physical Applications
• Title not available (Why is that?)
• Subspace angles between ARMA models
• Stochastic theory of minimal realization
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• 10.1162/1532443041827934
• Data Mining and Knowledge Discovery Handbook
• Clustering time series, subspace identification and cepstral distances
• Bell polynomials and binomial type sequences
• Frequency domain identification of continuous-time output error models. I: Uniformly sampled data and frequency function approximation
• A covariance extension approach to identification of time series
• Binet-Cauchy kernels on dynamical systems and its application to the analysis of dynamic scenes
• Direct (nonrecursive) relations between cepstrum and predictor coefficients
• The Fundamental Theorem on Symmetric Polynomials: History's First Whiff of Galois Theory
• A note on identities for elementary symmetric and power sum polynomials
• A Convex Optimization Approach to ARMA(n,m) Model Design from Covariance and Cepstral Data

Cited In (4)

• Nonlinear auto-tune identification
• Autoregression and cepstrum-domain filtering
• Dynamic deconvolution and identification of independent autoregressive sources
• Decomposition and composition modeling algorithms for control systems with colored noises

Uses Software

• itsmr
• sapa
• ITSM2000

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