IEEE - Institute of Electrical and Electronics Engineers, Inc. - Best stable and invertible approximations for ARMA systems

Author(s): P.L. Combettes ; H.J. Trussell
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 1992
Volume: 40
Page Count: 4
Page(s): 3,066 - 3,069
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/78.175751
Regular:

A method is proposed for finding the best stable and invertible approximations for an autoregressive moving average (ARMA) system, relative to a general quadratic metric in the coefficient space.... View More

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