Creator:
Contributor:
Title:
A homotopy approach to rational covariance extension with degree constraint
Subtitle:
Numerical Analysis and Systems Theory
Group publication title:
Subject and Keywords:
stochastic realization theory ; rational covariance extension problem ; ARMA model design ; continuation method ; optimization
Abstract:
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Date:
Resource Type:
Pages:
Source:
AMCS, volume 11, number 5 (2001) ; click here to follow the link