Identification of rank one rational spectral densities from noisy observations: A stochastic realization approach

I. Fijalkow، نويسنده , , Ph. Loubaton، نويسنده ,

ماهنامه با شماره پیاپی سال 1995

5

201

205

Rational spectral density matrix , Stochastic realization , Innovation sequence , Rank one matrices , J-unitarymatrix valued function

Systems and Control Letters

1995

Systems and Control Letters

141125