Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach (Q673893)
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scientific article; zbMATH DE number 985820
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| English | Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach |
scientific article; zbMATH DE number 985820 |
Statements
Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach (English)
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28 February 1997
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Rational spectral density matrix
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Stochastic realization
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Innovation sequence
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Rank one matrices
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J-unitary matrix valued function
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identification
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0.7613329291343689
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0.7561638355255127
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0.7504882216453552
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