TY - GEN
A1 - Enqvist, Per
A2 - Campbell, Stephen L. - ed.
PB - Zielona Góra: Uniwersytet Zielonogórski
N2 - The solutions to the Rational Covariance Extension Problem (RCEP) are parameterized by the spectral zeros. The rational filter with a specified numerator solving the RCEP can be determined from a known convex optimization problem. However, this optimization problem may become ill-conditioned for some parameter values. A modification of the optimization problem to avoid the ill-conditioning is proposed and the modified problem is solved efficiently by a continuation method.
L1 - http://zbc.uz.zgora.pl/Content/58808/AMCS_2001_11_5_8.pdf
L2 - http://zbc.uz.zgora.pl/Content/58808
KW - stochastic realization theory
KW - rational covariance extension problem
KW - ARMA model design
KW - continuation method
KW - optimization
T1 - A homotopy approach to rational covariance extension with degree constraint
UR - http://zbc.uz.zgora.pl/dlibra/docmetadata?id=58808
ER -