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Vector ARMA Estimation: A Reliable Subspace Approach.

Authors :
Mari, Jorge
Stoica, Petre
Source :
IEEE Transactions on Signal Processing. Jul2000, Vol. 48 Issue 7, p2092. 13p. 3 Black and White Photographs, 5 Graphs.
Publication Year :
2000

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.

Subjects

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

Details

Language :
English
ISSN :
1053587X
Volume :
48
Issue :
7
Database :
Academic Search Index
Journal :
IEEE Transactions on Signal Processing
Publication Type :
Academic Journal
Accession number :
3299529
Full Text :
https://doi.org/10.1109/78.847793
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