Identification of certain noisy MA models: new results

DOI10.1016/S0167-6911(99)00101-2zbMATH Open0948.93059OpenAlexW2039284196MaRDI QIDQ1978660FDOQ1978660

W. Hachem, François Desbouvries, Philippe Loubaton

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites Work

• Title not available (Why is that?)
• Factorization of matrix functions and singular integral operators
• Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems
• A subspace algorithm for certain blind identification problems
• Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach
• On the identification of noisy MA models
• On the identification of certain rational transfer functions from truncated autocovariance sequences

Cited In (1)

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

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