"A Convex Optimization Approach to ARMA(n, m) Model Design from Covariance ..."

Per Enqvist (2004)

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DOI: 10.1137/S0363012901399751

access: closed

type: Journal Article

metadata version: 2022-11-25

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Per Enqvist:
A Convex Optimization Approach to ARMA(n, m) Model Design from Covariance and Cepstral Data. SIAM J. Control. Optim. 43(3): 1011-1036 (2004)

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