Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra
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Publication:2151875
DOI10.1016/j.automatica.2022.110362zbMath1494.93110OpenAlexW4229374745WikidataQ114204795 ScholiaQ114204795MaRDI QIDQ2151875
Publication date: 5 July 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110362
subspace methodsfrequency estimationprolate spheroidal wave functionsempirical Bayes estimationToeplitz spectra approximation
Estimation and detection in stochastic control theory (93E10) Frequency-response methods in control theory (93C80) Identification in stochastic control theory (93E12)
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