Title
On the identification of certain rational transfer functions from truncated autocovariance sequences
Abstract
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
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.1304.19
P. Loubaton291781.08