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ARMA Spectral Estimation via Model Reduction
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Stanford University, CA, USA.
1986 (English)In: Proceedings of the 1986 American Control Conference, 1986, 1640-1641 p.Conference paper (Refereed)
Abstract [en]

In this paper we study how to estimate autoregressive moving average (ARMA) processes via a high order autoregressive (AR) estimate and model reduction. The model reduction techniques considered are based on the L2-norm. internally balanced realizations, or the Hankelnorm. We apply this estimation technique to the problem of finding narrow-band signals in white noise.

Place, publisher, year, edition, pages
1986. 1640-1641 p.
Keyword [en]
Autoregressive moving average, (ARMA), Estimation, Model reduction, Hankel-norm
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-100763OAI: diva2:663451
1986 American Control Conference, Seattle, WA, USA, 18-20 June, 1986
Available from: 2013-11-11 Created: 2013-11-11 Last updated: 2014-02-10

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