Recursive multi-channel matrix pencil method

DOI10.14529/MMP190208MaRDI QIDQ5243140zbMATH OpenOpenAlexFDO

Authors O. L. Ibryaeva, A. L. Shestakov, Ivan Igor'Evich Fedosov

Publication date 14 November 2019

Published in Bulletin of the South Ural State University. Series "Mathematical Modelling, Programming and Computer Software" (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vyuru491

zbMATH Keywords

recursive estimationsingular value decomposition (SVD)matrix pencil methodcoriolis mass flow meter signal processingupdating and downdating SVD

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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(2)

• Matrix pencil method for estimation of parameters of vector processes
• Common pole estimation in multi-channel exponential data modeling

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