Identification of rank one rational spectral densities from noisy observations: A stochastic realization approach

Systems and Control Letters

Volumn 24, Issue 3, 1995, Pages 201-205

  Fijalkow, I ^a   Loubaton, Ph ^a  

^a TELECOM PARISTECH   (France)

Author keywords

Innovation sequence; J unitary matrix valued function; Rank one matrices; Rational spectral density matrix; Stochastic realization

Indexed keywords

BINARY SEQUENCES; COMMUNICATION CHANNELS (INFORMATION THEORY); IDENTIFICATION (CONTROL SYSTEMS); MATRIX ALGEBRA; TRANSFER FUNCTIONS; WHITE NOISE;

INNOVATION SEQUENCE; RANK ONE MATRICES; RATIONAL SPECTRAL DENSITY MATRIX; STOCHASTIC REALIZATION;

RANDOM PROCESSES;

EID: 0029254973     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-6911(94)00034-S     Document Type: Article

References (5)

1. Identifiability in Dynamic Errors-in-Variables Models
2. Opérateurs Rationnels Positifs
3. On the stochastic realization problem
4. Théorie géométrique de la représentation markovienne
5. Fast blind equalization via antenna arrays