On Spectral Analysis Using Models with Pre-specified Zeros

DOI10.1007/3-540-36106-5_24zbMATH Open1051.93011OpenAlexW4229615276MaRDI QIDQ4451714FDOQ4451714

Authors: B. Wahlberg 

Publication date: 1 March 2004

Published in: Directions in Mathematical Systems Theory and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-36106-5_24

Recommendations

• AR and ARMA spectral estimation
• scientific article; zbMATH DE number 3960823
• scientific article; zbMATH DE number 3881733
• scientific article; zbMATH DE number 193741
• Spectral estimation by least-squares optimization based on rational covariance extension

zbMATH Keywords

spectral analysisorthogonal rational functionsprediction error methodrational covariance extensionARMA model estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Frequency-response methods in control theory (93C80)

Cited In (2)

• Title not available (Why is that?)
• AR and ARMA spectral estimation

This page was built for publication: On Spectral Analysis Using Models with Pre-specified Zeros

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4451714)