A structured low-rank matrix pencil for spectral estimation and system identification

DOI10.1016/S0165-1684(97)00232-6MaRDI QIDQ1129079zbMATH OpenFDO

Authors Javad Razavilar, K. J. Ray Liu, G. Y. Li

Publication date 13 August 1998

Published in Signal Processing (Search for Journal in Brave)

zbMATH Keywords

parameter estimationmatrix pencilHankel approximation

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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