Cepstral identification of autoregressive systems

DOI10.1016/J.AUTOMATICA.2022.110214MaRDI QIDQ2116677zbMATH OpenOpenAlexFDO

Authors Oliver Lauwers, Christof Vermeersch, B. De Moor

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

zbMATH Keywords

autoregressive systemsclassificationdifference equationsdiscrete-time systemspolynomialssignal processingsystem identification

Mathematics Subject Classification ID

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

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Cites work

• 10.1162/1532443041827934
• A Convex Optimization Approach to ARMA(n,m) Model Design from Covariance and Cepstral Data
• A covariance extension approach to identification of time series
• A note on identities for elementary symmetric and power sum polynomials
• Approximation of Large-Scale Dynamical Systems
• Bell polynomials and binomial type sequences
• Binet-Cauchy kernels on dynamical systems and its application to the analysis of dynamic scenes
• Clustering of time series data -- a survey
• Clustering time series, subspace identification and cepstral distances
• Data Mining and Knowledge Discovery Handbook
• Direct (nonrecursive) relations between cepstrum and predictor coefficients
• Frequency domain identification of continuous-time output error models. I: Uniformly sampled data and frequency function approximation
• scientific article; zbMATH DE number 3577138 (Why is no real title available?)
• scientific article; zbMATH DE number 3584892 (Why is no real title available?)
• Introduction to Time Series and Forecasting
• Spectral Analysis for Physical Applications
• Stochastic theory of minimal realization
• Subspace angles between ARMA models
• The Fundamental Theorem on Symmetric Polynomials: History's First Whiff of Galois Theory

Cited in

(5)

• Autoregression and cepstrum-domain filtering
• Nonlinear auto-tune identification
• Dynamic deconvolution and identification of independent autoregressive sources
• Decomposition and composition modeling algorithms for control systems with colored noises
• Towards efficient optimization of sparse regularized separable nonlinear problems: a novel decoupled strategy

Describes a project that uses

Uses Software

• itsmr
• sapa
• ITSM2000

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