Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach (Q673893)

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Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach
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    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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