Proof of Local Convergence of a New Algorithm for Covariance Matching of Periodic ARMA Models

Bin Zhu, Giorgio Picci. Proof of Local Convergence of a New Algorithm for Covariance Matching of Periodic ARMA Models. IEEE Control Systems Letters, 1(1):206-211, 2017. [doi]

Authors

Bin Zhu

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Giorgio Picci

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