Identification of certain noisy MA models: new results

DOI10.1016/S0167-6911(99)00101-2MaRDI QIDQ1978660zbMATH OpenOpenAlexFDO

Authors W. Hachem, Philippe Loubaton, François Desbouvries

Publication date 4 June 2000

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-6911(99)00101-2

zbMATH Keywords

identificationWiener-Hopf factorizationstochastic realizationnoisy MA modelspolynomial bases of rational subspacestruncated autocovariance sequence

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3711820 (Why is no real title available?)
• A subspace algorithm for certain blind identification problems
• Factorization of matrix functions and singular integral operators
• Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach
• Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems
• On the identification of certain rational transfer functions from truncated autocovariance sequences
• On the identification of noisy MA models

Cited in

(1)

• Ma system identification using higher order cumulants application to modelling solar radiation

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