Počet záznamů: 1
An evaluation of algorithms for computing the covariance function of a multivariable ARMA process
- 1.0410874 - UTIA-B 20020088 RIV FR eng J - Článek v odborném periodiku
Söderström, T. - Šebek, M. - Ježek, Jan - Kučera, V. - Henrion, Didier
An evaluation of algorithms for computing the covariance function of a multivariable ARMA process.
European Journal of Control. Roč. 8, č. 4 (2002), s. 315-325. ISSN 0947-3580. E-ISSN 1435-5671
Grant CEP: GA AV ČR KSK1019101; GA MŠMT ME 427
Výzkumný záměr: CEZ:AV0Z1075907
Klíčová slova: linear equations * polynomial approach * diophantine equations
Kód oboru RIV: BC - Teorie a systémy řízení
Impakt faktor: 0.542, rok: 2002
Computational of an ARMA covariance function is a common ingredient in analysis of various problems in stochastic control, estimastion and signal processing. In this paper, we present an algorithm based on simple polynomial calculations. Compared to alternative strategies, its computational load increases slowly with the order of the process.
Trvalý link: http://hdl.handle.net/11104/0130961
Počet záznamů: 1