A convex optimization approach to ARMA modeling

IEEE Transactions on Automatic Control

Volumn 53, Issue 5, 2008, Pages 1108-1119

  Georgiou, Tryphon T ^a   Lindquist, Andres ^b  

^a University of Minnesota   (United States)

^b ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

ARMA modeling; Cepstral coefficients; Convex optimization; Covariance matching

Indexed keywords

ALGEBRA; COMPUTER NETWORKS; POLES; POWER SPECTRUM;

ARMA MODELING; CEPSTRAL; CEPSTRAL COEFFICIENTS; CONVEX OPTIMIZATION; COVARIANCE MATCHING;

POLYNOMIAL APPROXIMATION;

EID: 51749100240     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2008.923684     Document Type: Article

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