• DocumentCode
    486764
  • Title

    ARMA Spectral Estimation via Model Reduction

  • Author

    Wahlberg, Bo ; Ottersten, Björn

  • Author_Institution
    Division of Automatic Control, Dept of Electrical Engineering, Linköping University, S-581 83 Linköping, Sweden
  • fYear
    1986
  • fDate
    18-20 June 1986
  • Firstpage
    1640
  • Lastpage
    1641
  • Abstract
    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.
  • Keywords
    Automatic control; Closed-form solution; Iterative methods; Least squares approximation; Maximum likelihood estimation; Narrowband; Optimization methods; Reduced order systems; System identification; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1986
  • Conference_Location
    Seattle, WA, USA
  • Type

    conf

  • Filename
    4789191
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=486764