Fast algorithm of chandrasekhar type for ARMA model identification

Automatica

Volumn 28, Issue 5, 1992, Pages 927-934

  Du, X C ^a   Brella, A ^b   Longchamp, R ^b  

^a Bobst Group   (United Kingdom)

^b EPFL   (Switzerland)

Author keywords

Chandrasekhar equations; factorization; fast algorithm; parameter estimation; System identification

Indexed keywords

ITERATIVE METHODS; KALMAN FILTERING; PARAMETER ESTIMATION; STATE SPACE METHODS;

ARMA MODEL IDENTIFICATION; CHANDRASEKHAR FACTORIZATION;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0026927229     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(92)90145-6     Document Type: Article

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