Power spectrum reduction by optimal Hankel norm approximation of the phase of the outer spectral factor

DOI10.1109/TAC.1985.1103864zbMath0578.93055MaRDI QIDQ3701306

J. William Helton, Edmond A. Jonckheere

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

algorithmHankel operatorcanonical correlationpower spectrum reduction

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and spectral analysis (62M15) Stochastic systems in control theory (general) (93E03) Spectral operators, decomposable operators, well-bounded operators, etc. (47B40)

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