On Spectral Analysis Using Models with Pre-specified Zeros

DOI10.1007/3-540-36106-5_24MaRDI QIDQ4451714zbMATH OpenOpenAlexFDO

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

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)

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(2)

• AR and ARMA spectral estimation
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