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1. Vector ARMA Estimation: A Reliable Subspace Approach.

Author

Mari, Jorge and Stoica, Petre

Subjects
*PARAMETER estimation, *MULTIVARIATE analysis, *LINEAR systems, *BOX-Jenkins forecasting
Abstract

Presents information on a study which focused on a parameter estimation method for finite-dimensional multivariate linear stochastic systems. Data models and problem formulation; Parameter estimation of autoregressive moving-average signals; Numerical results; Conclusions.

Published
2000
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