On the simultaneous realization problem-Markov-parameter and covariance interpolation

DOI10.1016/J.SIGPRO.2006.01.001MaRDI QIDQ1031389zbMATH OpenOpenAlexFDO

Authors P. Enqvist

Publication date 29 October 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2006.01.001

zbMATH Keywords

\(Q\)-Markov coverscovariancesduality theoryentropyMarkov parametersmoment interpolation problemsrealization theory

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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