OPTIMAL INSTRUMENTAL VARIABLE ESTIMATES OF THE AR PARAMETERS OF AN ARMA PROCESS

被引：55

作者：

STOICA, P

SODERSTROM, T

FRIEDLANDER, B

机构：

[1] UNIV UPPSALA,INST TECHNOL,DEPT AUTOMAT CONTROL & SYST ANAL,S-75105 UPPSALA,SWEDEN

[2] SYST CONTROL TECHNOL INC,DIV ADV TECHNOL,PALO ALTO,CA 94304

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1985年 / 30卷 / 11期

关键词：

D O I：

10.1109/TAC.1985.1103839

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：1066 / 1074

页数：9

共 34 条

[1]

Astrom K.J., 1970, INTRO STOCHASTIC CON

[2] UNIQUENESS OF MAXIMUM LIKELIHOOD ESTIMATES OF PARAMETERS OF AN ARMA MODEL [J].

ASTROM, KJ ;

SODERSTR.T .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) :769-773

[3]

Box G.E.P., 1976, TIME SERIES ANAL

[4] HIGH-PERFORMANCE SPECTRAL ESTIMATION - A NEW ARMA METHOD [J].

CADZOW, JA .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1980, 28 (05) :524-529

[5] SPECTRAL ESTIMATION - AN OVERDETERMINED RATIONAL MODEL EQUATION APPROACH [J].

CADZOW, JA .

PROCEEDINGS OF THE IEEE, 1982, 70 (09) :907-939

[6] ARMA MODELING OF TIME-SERIES [J].

CADZOW, JA .

IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 1982, 4 (02) :124-128

[7]

CAINES PE, 1976, P IEEE C DECISION CO

[8] SPECTRAL ESTIMATION VIA THE HIGH-ORDER YULE-WALKER EQUATIONS [J].

CHAN, YT ;

LANGFORD, RP .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1982, 30 (05) :689-698

[9] THE MODIFIED YULE-WALKER METHOD OF ARMA SPECTRAL ESTIMATION [J].

FRIEDLANDER, B ;

PORAT, B .

IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 1984, 20 (02) :158-173

[10] THE OVERDETERMINED RECURSIVE INSTRUMENTAL VARIABLE METHOD [J].

FRIEDLANDER, B .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1984, 29 (04) :353-356

← 1 2 3 4 →