scientific article; zbMATH DE number 1343153

MaRDI QIDQ4266992zbMATH OpenFDO

Authors Jarosław Figwer

Publication date 23 November 1999

zbMATH Keywords

fast Fourier transformmultisine random time-seriesmultivariate orthogonal random processessimulated identificationsimulation random processes

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Numerical methods for discrete and fast Fourier transforms (65T50) Identification in stochastic control theory (93E12)

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Cited in

(3)

• scientific article; zbMATH DE number 773181 (Why is no real title available?)
• Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
• Continuous-time dynamic model identification using binary-valued observations of input and output signals

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