An evaluation of algorithms for computing the covariance function of a multivariable ARMA process.
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F01%3A16010104" target="_blank" >RIV/67985556:_____/01:16010104 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
An evaluation of algorithms for computing the covariance function of a multivariable ARMA process.
Original language description
Computation of an ARMA covariance function is a commoningredient in analysis and synthesis of various problems in stochastic control, estimation and signal processing. In this paper, we present an algorithm based on simple polynomial calculations. Compared to alternative strategies, its computational load increases slowly with the order of the process. Further, it shows good numerical robustness and applies to multivariable ARMA processes, even with complex-valued coefficients.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/LN00B096" target="_blank" >LN00B096: Center for Applied Cybernetics</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the European Control Conference 2001.
ISBN
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ISSN
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e-ISSN
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Number of pages
1
Pages from-to
"X1"-"X5"
Publisher name
EUCA
Place of publication
Porto
Event location
Porto [PT]
Event date
Sep 4, 2001
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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