Identification of certain noisy MA models: new results
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Publication:1978660
DOI10.1016/S0167-6911(99)00101-2zbMath0948.93059MaRDI QIDQ1978660
Walid 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
identification; Wiener-Hopf factorization; stochastic realization; noisy MA models; polynomial bases of rational subspaces; truncated autocovariance sequence
93E12: Identification in stochastic control theory
Cites Work
- Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach
- Factorization of matrix functions and singular integral operators
- On the identification of noisy MA models
- Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems
- A subspace algorithm for certain blind identification problems
- On the identification of certain rational transfer functions from truncated autocovariance sequences
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