@misc{Enqvist_Per_A, author={Enqvist, Per}, howpublished={online}, publisher={Zielona Góra: Uniwersytet Zielonogórski}, language={eng}, abstract={The solutions to the Rational Covariance Extension Problem (RCEP) are parameterized by the spectral zeros. The rational filter with a specified numerator solving the RCEP can be determined from a known convex optimization problem. However, this optimization problem may become ill-conditioned for some parameter values. A modification of the optimization problem to avoid the ill-conditioning is proposed and the modified problem is solved efficiently by a continuation method.}, type={artykuł}, title={A homotopy approach to rational covariance extension with degree constraint}, keywords={stochastic realization theory, rational covariance extension problem, ARMA model design, continuation method, optimization}, }