Title | ||
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On the identification of certain rational transfer functions from truncated autocovariance sequences |
Abstract | ||
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Let H(z)=Σk=0∞ Hkz -k be a q×p rational causal minimum phase transfer function, and let (Rn)n∈Z be the autocovariance sequence associated to the spectral density H(z)HT (z-1). In this paper, the authors address the identification problem of H(z) from the truncated autocovariance sequence (Rn)n≠0 for the case q>p |
Year | DOI | Venue |
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1999 | 10.1109/9.763233 | Automatic Control, IEEE Transactions |
Keywords | Field | DocType |
covariance analysis,identification,rational functions,sequences,transfer functions,autocovariance sequence,identification,rational causal minimum phase transfer function,rational transfer functions,spectral density,truncated autocovariance sequences | Autocovariance,Control theory,Transfer function,Spectral density,Sigma,System identification,Rational function,Parameter identification problem,Minimum phase,Mathematics | Journal |
Volume | Issue | ISSN |
44 | 5 | 0018-9286 |
Citations | PageRank | References |
1 | 0.36 | 4 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Desbouvries, F. | 1 | 30 | 4.19 |
P. Loubaton | 2 | 917 | 81.08 |