• DocumentCode
    843565
  • Title

    Computation of additive decompositions of ARMA spectra

  • Author

    Porat, Boaz

  • Author_Institution
    Technion--Israel Institute of Technology, Haifa, Israel
  • Volume
    29
  • Issue
    10
  • fYear
    1984
  • fDate
    10/1/1984 12:00:00 AM
  • Firstpage
    949
  • Lastpage
    951
  • Abstract
    The spectra of vector autoregressive moving-average processes are shown to yield certain additive decompositions. An algorithm for computing such decompositions is given. Contrary to some other methods, the proposed algorithm is based on purely rational operations. In particular, knowledge of the poles of the spectrum is not required.
  • Keywords
    Autoregressive moving-average processes; Covariance matrices; Adaptive control; Autoregressive processes; Convergence; Error correction; Parameter estimation; Predictive models; Programmable control; Random processes; State feedback; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103406
  • Filename
    1103406
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=843565