近似AR建模:Schur方法

Fifth ASSP Workshop on Spectrum Estimation and Modeling Pub Date : 1900-01-01 DOI:10.1109/SPECT.1990.205590

D. Pal, T. Kailath

{"title":"近似AR建模:Schur方法","authors":"D. Pal, T. Kailath","doi":"10.1109/SPECT.1990.205590","DOIUrl":null,"url":null,"abstract":"Based on a new Schur type algorithm for factorization and inversion of Toeplitz and quasi-Toeplitz matrices with arbitrary rank profile, a new approach towards approximate autoregressive modeling has been developed. This technique provides an alternative to the well known regularization scheme for covariance matrices with one or more nearly zero minors.<<ETX>>","PeriodicalId":117661,"journal":{"name":"Fifth ASSP Workshop on Spectrum Estimation and Modeling","volume":"583 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Approximate AR modeling: a Schur approach\",\"authors\":\"D. Pal, T. Kailath\",\"doi\":\"10.1109/SPECT.1990.205590\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Based on a new Schur type algorithm for factorization and inversion of Toeplitz and quasi-Toeplitz matrices with arbitrary rank profile, a new approach towards approximate autoregressive modeling has been developed. This technique provides an alternative to the well known regularization scheme for covariance matrices with one or more nearly zero minors.<<ETX>>\",\"PeriodicalId\":117661,\"journal\":{\"name\":\"Fifth ASSP Workshop on Spectrum Estimation and Modeling\",\"volume\":\"583 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1900-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Fifth ASSP Workshop on Spectrum Estimation and Modeling\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/SPECT.1990.205590\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Fifth ASSP Workshop on Spectrum Estimation and Modeling","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SPECT.1990.205590","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 1

摘要

基于一种新的Schur型算法对任意阶轮廓的Toeplitz和拟Toeplitz矩阵进行因式分解和反演，提出了一种近似自回归建模的新方法。该技术为具有一个或多个近零子数的协方差矩阵的正则化方案提供了一种替代方案

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Approximate AR modeling: a Schur approach

Based on a new Schur type algorithm for factorization and inversion of Toeplitz and quasi-Toeplitz matrices with arbitrary rank profile, a new approach towards approximate autoregressive modeling has been developed. This technique provides an alternative to the well known regularization scheme for covariance matrices with one or more nearly zero minors.<>

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Fifth ASSP Workshop on Spectrum Estimation and Modeling

自引率

0.00%

发文量