Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Gutiérrez-Gutiérrez, J. (Jesús) | - |
| dc.creator | Insausti-Sarasola, X. (Xabier) | - |
| dc.creator | Zárraga-Rodríguez, M. (Marta de) | - |
| dc.date.accessioned | 2023-01-31T10:21:57Z | - |
| dc.date.available | 2023-01-31T10:21:57Z | - |
| dc.date.issued | 2020 | - |
| dc.identifier.citation | Gutiérrez-Gutiérrez, J. (Jesús); Insausti-Sarasola, X. (Xabier); Zárraga-Rodríguez, M. (Marta). "Applications of the periodogram method for perturbed block toeplitz satrices in statistical signal processing". Mathematics. 8 (4), 2020, 582 | es |
| dc.identifier.issn | 2227-7390 | - |
| dc.identifier.uri | https://hdl.handle.net/10171/65220 | - |
| dc.description.abstract | In this paper, we combine the periodogram method for perturbed block Toeplitz matrices with the Cholesky decomposition to give a parameter estimation method for any perturbed vector autoregressive (VAR) or vector moving average (VMA) process, when we only know a perturbed version of the sequence of correlation matrices of the process. In order to combine the periodogram method for perturbed block Toeplitz matrices with the Cholesky decomposition, we first need to generalize a known result on the Cholesky decomposition of Toeplitz matrices to perturbed block Toeplitz matrices. | es_ES |
| dc.description.sponsorship | This work was supported in part by the Basque Government through the research project “Advanced distributed control for safety and energy efficiency of air transport (CODISAVA)” (KK-2018/00082). | es_ES |
| dc.language.iso | eng | es_ES |
| dc.publisher | MDPI | es_ES |
| dc.rights | info:eu-repo/semantics/openAccess | es_ES |
| dc.subject | Parameter estimation | es_ES |
| dc.subject | Periodogram method for perturbed block Toeplitz matrices | es_ES |
| dc.subject | The Cholesky decomposition | es_ES |
| dc.subject | Vector autoregressive (VAR) processes | es_ES |
| dc.subject | Vector moving average (VMA) processes | es_ES |
| dc.title | Applications of the periodogram method for perturbed block toeplitz satrices in statistical signal processing | es_ES |
| dc.type | info:eu-repo/semantics/article | es_ES |
| dc.description.note | This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution | es_ES |
| dc.identifier.doi | 10.3390/math8040582 | - |
| dadun.citation.number | 4 | es_ES |
| dadun.citation.publicationName | Mathematics | es_ES |
| dadun.citation.startingPage | 582 | es_ES |
| dadun.citation.volume | 8 | es_ES |
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