An evaluation of algorithms for computing the covariance function of a multivariable ARMA process.

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F02%3A16020088" target="_blank" >RIV/67985556:_____/02:16020088 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

An evaluation of algorithms for computing the covariance function of a multivariable ARMA process.

Original language description

Computational of an ARMA covariance function is a common ingredient in analysis of various problems in stochastic control, estimastion 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.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

Result was created during the realization of more than one project. More information in the Projects tab.

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year

2002

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

European Journal of Control

ISSN

0947-3580

e-ISSN

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Volume of the periodical

8

Issue of the periodical within the volume

4

Country of publishing house

FR - FRANCE

Number of pages

11

Pages from-to

315-325

UT code for WoS article

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EID of the result in the Scopus database

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