uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
An efficient and versatile algorithm for computing the covariance function of an ARMA process
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology, Automatic control. AUTOMATIC CONTROL.
1998 (English)In: IEEE TRANSACTIONS ON SIGNAL PROCESSING, ISSN 1053-587X, Vol. 46, no 6, 1591-1600 p.Article in journal (Refereed) Published
Abstract [en]

Computation of an ARMA covariance function is a common ingredient in analysis and synthesis of various problems in stochastic control, estimation, and signal processing, Several approaches can be used for this purpose. In this paper, we present an algorit

Place, publisher, year, edition, pages
1998. Vol. 46, no 6, 1591-1600 p.
Keyword [en]
ARMA process; covariance function; numerical algorithm; numerical robustness; polynomial algorithm; MATRIX
Identifiers
URN: urn:nbn:se:uu:diva-27149OAI: oai:DiVA.org:uu-27149DiVA: diva2:55043
Note
Addresses: Soderstrom T, Uppsala Univ, Dept Technol, Syst & Control Grp, Uppsala, Sweden. Uppsala Univ, Dept Technol, Syst & Control Grp, Uppsala, Sweden. Acad Sci Czech Republ, Inst Informat Theory & Automat, CR-18208 Prague, Czech Republic.Available from: 2005-05-04 Created: 2005-05-04 Last updated: 2011-01-14

Open Access in DiVA

No full text

Authority records BETA

Söderström, T

Search in DiVA

By author/editor
Söderström, T
By organisation
Department of Information TechnologyAutomatic control

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 342 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf