ARMA Spectral Estimation via Model Reduction
1987 (English)Report (Other academic)
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
Linköping: Linköping University , 1987. , 10 p.
LiTH-ISY-I, ISSN 8765-4321 ; 875
Autoregressive moving average, (ARMA), Estimation, Model reduction, Hankel-norm
IdentifiersURN: urn:nbn:se:liu:diva-104160OAI: oai:DiVA.org:liu-104160DiVA: diva2:694890