Title :
RKH space methods for factoring the covariance operator
Author :
Fennell, Robert E. ; Reneke, James A.
Author_Institution :
Dept. of Math. Sci., Clemson Univ., SC, USA
Abstract :
Given discrete versions of the noise and response covariance functions for a linear hereditary system, an algorithm is presented to obtain an approximation to the system input/output operator. In order that the algorithm apply to a given covariance function, certain mild assumptions have to be made on the input/output operator and the noise process
Keywords :
identification; linear hereditary system; noise; reproducing kernel Hilbert space; response covariance functions; Approximation algorithms; Covariance matrix; Hilbert space; Kernel;
Conference_Titel :
System Theory, 1991. Proceedings., Twenty-Third Southeastern Symposium on
Conference_Location :
Columbia, SC
Print_ISBN :
0-8186-2190-7
DOI :
10.1109/SSST.1991.138570
