A Complete Parameterization of All Positive Rational Extensions of a Covariance Sequence

IEEE Transactions on Automatic Control

Volumn 40, Issue 11, 1995, Pages 1841-1857

  Byrnes, Christopher I ^a   Lindquist, Anders ^b   Gusev, Sergei V ^c   Matveev, Alexei S ^c  

^a WASHINGTON UNIVERSITY   (United States)

^b ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^c ST PETERSBURG STATE UNIVERSITY   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CONTROL THEORY; INTERPOLATION; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS); SIGNAL FILTERING AND PREDICTION;

PARTIAL COVARIANCE SEQUENCE; SCHUR PARAMETERS;

PARAMETER ESTIMATION;

EID: 0029406314     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/9.471206     Document Type: Article

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