Title :
State-space and Yule-Walker approaches to pole estimation
Author :
Stoica, Petre ; Soderstrom, Torsten
Author_Institution :
Dept. of Technol., Uppsala Univ., Sweden
fDate :
3/26/1992 12:00:00 AM
Abstract :
The pole estimates provided by the state-space and Yule-Walker approaches are shown to coincide in the cases where the Hankel matrix of sample covariances used by both methods has full column rank.
Keywords :
State estimation; matrix algebra; poles and zeros; state estimation; state-space methods; Hankel matrix; Yule-Walker approaches; full column rank; pole estimation; sample covariances; state space approach;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19920399
