Globally Optimal Least-Squares ARMA Model Identification is an Eigenvalue Problem.

Christof Vermeersch Bart De Moor

Published in: IEEE Control. Syst. Lett. (2019)

Keyphrases

globally optimal
least squares
arma model
graph cuts
locally optimal
linear regression
surface segmentation
optimal decisions
parameter estimation
moving average
convex relaxation
global optimality
optical flow
neural network
artificial neural networks