Next Article in Journal
Social Network Optimization for WSN Routing: Analysis on Problem Codification Techniques
Previous Article in Journal
Malmquist Productivity Analysis of Top Global Automobile Manufacturers
Previous Article in Special Issue
A Note on NIEP for Leslie and Doubly Leslie Matrices
Open AccessArticle

Applications of the Periodogram Method for Perturbed Block Toeplitz Matrices in Statistical Signal Processing

Department of Biomedical Engineering and Sciences, Tecnun, University of Navarra, Paseo Manuel Lardizábal 13, 20018 San Sebastián, Spain
*
Author to whom correspondence should be addressed.
Mathematics 2020, 8(4), 582; https://doi.org/10.3390/math8040582
Received: 15 February 2020 / Revised: 4 April 2020 / Accepted: 7 April 2020 / Published: 14 April 2020
(This article belongs to the Special Issue Matrix Structures: Numerical Methods and Applications)
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. View Full-Text
Keywords: parameter estimation; periodogram method for perturbed block Toeplitz matrices; the Cholesky decomposition; vector autoregressive (VAR) processes; vector moving average (VMA) processes parameter estimation; periodogram method for perturbed block Toeplitz matrices; the Cholesky decomposition; vector autoregressive (VAR) processes; vector moving average (VMA) processes
Show Figures

Figure 1

MDPI and ACS Style

Gutiérrez-Gutiérrez, J.; Insausti, X.; Zárraga-Rodríguez, M. Applications of the Periodogram Method for Perturbed Block Toeplitz Matrices in Statistical Signal Processing. Mathematics 2020, 8, 582.

Show more citation formats Show less citations formats
Note that from the first issue of 2016, MDPI journals use article numbers instead of page numbers. See further details here.

Article Access Map by Country/Region

1
Search more from Scilit
 
Search
Back to TopTop