Lattice-Filter-Based Multivariate Autoregressive Spectral Estimation With Joint Model Order and Estimation Bandwidth Adaptation
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Publication:5211262
DOI10.1109/TAC.2019.2908260zbMath1482.93658OpenAlexW2929365517WikidataQ128152551 ScholiaQ128152551MaRDI QIDQ5211262
Maciej Niedźwiecki, Damian Chojnacki, Michał Meller
Publication date: 28 January 2020
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2019.2908260
Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic learning and adaptive control (93E35)