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An interpretation of the dual problem of the THREE-like approaches.
- Source :
-
Automatica . Dec2015, Vol. 62, p87-92. 6p. - Publication Year :
- 2015
-
Abstract
- Spectral estimation can be performed using the so called THREE-like approach. Such method leads to a convex optimization problem whose solution is characterized through its dual problem. In this paper, we show that the dual problem can be seen as a new parametric spectral estimation problem. This interpretation implies that the THREE-like solution is optimal in terms of closeness to the correlogram over a certain parametric class of spectral densities describing ARMA models, enriching in this way its meaningfulness. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00051098
- Volume :
- 62
- Database :
- Academic Search Index
- Journal :
- Automatica
- Publication Type :
- Academic Journal
- Accession number :
- 111011600
- Full Text :
- https://doi.org/10.1016/j.automatica.2015.09.023