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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.
1987 (English)Report (Other academic)
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
Linköping: Linköping University , 1987. , 10 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 875
Keyword [en]
Autoregressive moving average, (ARMA), Estimation, Model reduction, Hankel-norm
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104160OAI: oai:DiVA.org:liu-104160DiVA: diva2:694890
Available from: 2014-02-08 Created: 2014-02-08 Last updated: 2014-02-08

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CiteExportLink to record
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  • apa
  • harvard1
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Language
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