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

DOI10.1016/S0165-1684(97)00232-6zbMATH Open0894.94017MaRDI QIDQ1129079FDOQ1129079

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

Publication date: 13 August 1998

Published in: Signal Processing (Search for Journal in Brave)

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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)

Cited In (5)

• Title not available (Why is that?)
• Filtering and frequency interpretations of singular spectrum analysis
• Hankel matrix rank minimization with applications to system identification and realization
• Title not available (Why is that?)
• Interpolation-based matrix pencil method for parameter estimation of dispersive media in civil engineering

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