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<dc:title xml:lang="pl"><![CDATA[A homotopy approach to rational covariance extension with degree constraint]]></dc:title>
<dc:creator><![CDATA[Enqvist, Per]]></dc:creator>
<dc:subject xml:lang="pl"><![CDATA[stochastic realization theory]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[rational covariance extension problem]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[ARMA model design]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[continuation method]]></dc:subject>
<dc:subject xml:lang="pl"><![CDATA[optimization]]></dc:subject>
<dc:description xml:lang="pl"><![CDATA[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.]]></dc:description>
<dc:publisher><![CDATA[Zielona Góra: Uniwersytet Zielonogórski]]></dc:publisher>
<dc:contributor><![CDATA[Campbell, Stephen L. - ed.]]></dc:contributor>
<dc:date><![CDATA[2001]]></dc:date>
<dc:type xml:lang="pl"><![CDATA[artykuł]]></dc:type>
<dc:identifier><![CDATA[http://www.zbc.uz.zgora.pl/repozytorium/Content/58808/AMCS_2001_11_5_8.pdf]]></dc:identifier>
<dc:identifier><![CDATA[https://zbc.uz.zgora.pl/repozytorium/dlibra/publication/65593/edition/58808/content]]></dc:identifier>
<dc:identifier><![CDATA[oai:zbc.uz.zgora.pl:58808]]></dc:identifier>
<dc:source xml:lang="pl"><![CDATA[AMCS, volume 11, number 5 (2001)]]></dc:source>
<dc:source xml:lang="pl"><![CDATA[https://www.amcs.uz.zgora.pl/?action=papers&issue=55]]></dc:source>
<dc:language><![CDATA[eng]]></dc:language>
<dc:relation><![CDATA[oai:zbc.uz.zgora.pl:publication:65593]]></dc:relation>
<dc:rights xml:lang="pl"><![CDATA[Biblioteka Uniwersytetu Zielonogórskiego]]></dc:rights>
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