Spectral analysis based on the state covariance: The maximum entropy spectrum and linear fractional parametrization

IEEE Transactions on Automatic Control

Volumn 47, Issue 11, 2002, Pages 1811-1823

  Georgiou, Tryphon T ^a  

^a University of Minnesota   (United States)

Author keywords

Analytic interpolation; Covariance realization

Indexed keywords

ENTROPY; INTERPOLATION; RANDOM PROCESSES; SPECTRUM ANALYZERS;

MAXIMUM ENTROPY SPECTRUM;

LINEAR CONTROL SYSTEMS;

EID: 0036859624     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2002.804482     Document Type: Article

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