bibtype	C - Conference Paper (international conference)
ARLID	0410635
utime	20240111140635.8
mtime	20060210235959.9
title (primary) (eng)	An evaluation of algorithms for computing the covariance function of a multivariable ARMA process
publisher	place Porto name EUCA pub_time 2001
specification	media_type CD-ROM
serial	title Proceedings of the European Control Conference 2001
keyword	stochastic systems
keyword	covariance function
keyword	polynomial algorithm
author (primary)	ARLID cav_un_auth*0212201 name1 Söderström name2 T. country SE
author	ARLID cav_un_auth*0021057 name1 Šebek name2 M. country CZ
author	ARLID cav_un_auth*0101116 name1 Ježek name2 Jan institution UTIA-B fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author	ARLID cav_un_auth*0021094 name1 Kučera name2 V. country CZ
author	ARLID cav_un_auth*0101104 name1 Henrion name2 Didier institution UTIA-B fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source	source_size 117 kB
COSATI	09I
cas_special	project project_id LN00B096 agency GA MŠk ARLID cav_un_auth*0027922 research AV0Z1075907 abstract (eng) 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. action ARLID cav_un_auth*0212810 name European Control Conference. ECC 2001 place Porto country PT dates 04.09.2001-07.09.2001 RIV BC department TŘ permalink http://hdl.handle.net/11104/0130724 ID_orig UTIA-B 20010104 arlyear 2001 mrcbU10 2001 mrcbU10 Porto EUCA mrcbU56 117 kB mrcbU63 Proceedings of the European Control Conference 2001