On the simultaneous realization problem-Markov-parameter and covariance interpolation

DOI10.1016/J.SIGPRO.2006.01.001zbMath1172.94404OpenAlexW2080031728MaRDI QIDQ1031389

P. Enqvist

Publication date: 29 October 2009

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sigpro.2006.01.001

zbMATH Keywords

entropyduality theoryMarkov parameterscovariancesrealization theory\(Q\)-Markov coversmoment interpolation problems

Mathematics Subject Classification ID

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

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