• DocumentCode
    2197464
  • Title

    Spectral analysis and analytic interpolation

  • Author

    Georgiou, Tryphon T.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Minnesota Univ., Minneapolis, MN, USA
  • Volume
    5
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    4800
  • Abstract
    Consider a stationary stochastic input driving a known linear filter and assume knowledge of the resulting covariance of the state vector. We are interested in characterizing all input spectra which are consistent with the given state-covariance. We first identify the dependance of the state covariance on the filter equations and then characterize all admissible input power spectra via solutions to a related analytic interpolation problem
  • Keywords
    Toeplitz matrices; covariance matrices; filtering theory; interpolation; spectral analysis; stochastic processes; Toeplitz matrix; analytic interpolation; discrete-time systems; filtering; spectral analysis; state vector; state-covariance matrix; stochastic process; Covariance matrix; Discrete transforms; Interpolation; Nonlinear filters; Radar imaging; Radar polarimetry; Spectral analysis; Stochastic processes; Ultrasonic imaging; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2001. Proceedings of the 40th IEEE Conference on
  • Conference_Location
    Orlando, FL
  • Print_ISBN
    0-7803-7061-9
  • Type

    conf

  • DOI
    10.1109/.2001.980966
  • Filename
    980966
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2197464