| bibtype |
J -
Journal Article
|
| ARLID |
0410874 |
| utime |
20240103182245.4 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
An evaluation of algorithms for computing the covariance function of a multivariable ARMA process |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0255905 |
| ISSN |
0947-3580 |
| title
|
European Journal of Control |
| volume_id |
8 |
| volume |
4 (2002) |
| page_num |
315-325 |
|
| keyword |
linear equations |
| keyword |
polynomial approach |
| keyword |
diophantine equations |
| 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. |
|
| COSATI |
09I |
| cas_special |
| project |
| project_id |
KSK1019101 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0000219 |
|
| project |
| project_id |
ME 427 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0028532 |
|
| research |
CEZ:AV0Z1075907 |
| abstract
(eng) |
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. |
| RIV |
BC |
| department |
TŘ |
| permalink |
http://hdl.handle.net/11104/0130961 |
| ID_orig |
UTIA-B 20020088 |
| arlyear |
2002 |
| mrcbU63 |
cav_un_epca*0255905 European Journal of Control 0947-3580 1435-5671 Roč. 8 č. 4 2002 315 325 |
|