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On the parameterization of positive real sequences and MA parameter estimation
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. DEPARTMENT OF SYSTEMS AND CONTROL.
2001 (English)In: IEEE TRANSACTIONS ON SIGNAL PROCESSING, ISSN 1053-587X, Vol. 49, no 11, 2630-2639 p.Article in journal (Refereed) Published
Abstract [en]

An algorithm for moving average (MA) parameter estimation was recently proposed by Stoica et al. Its key step (covariance fitting) is a semidefinite programming (SDP) problem with two convex constraints: one reflecting the real positiveness of the desired

Place, publisher, year, edition, pages
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC , 2001. Vol. 49, no 11, 2630-2639 p.
Keyword [en]
Kalman-Yakubovich-Popov lemma; MA estimation; parameterization of positive real sequences; second-order cones; semidefinite programming; DESIGN; FILTERS; ENERGY
Identifiers
URN: urn:nbn:se:uu:diva-36496OAI: oai:DiVA.org:uu-36496DiVA: diva2:64395
Note
Addresses: Dumitrescu B, Tampere Univ Technol, Tampere Int Ctr Signal Proc, FIN-33101 Tampere, Finland. Tampere Univ Technol, Tampere Int Ctr Signal Proc, FIN-33101 Tampere, Finland. Tampere Univ Technol, Inst Signal Proc, FIN-33101 Tampere, Finland. UppsAvailable from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-13

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