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A structured low-rank matrix pencil for spectral estimation and system identification

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Publication:1129079
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DOI10.1016/S0165-1684(97)00232-6zbMath0894.94017MaRDI QIDQ1129079

Javad Razavilar, K. J. Ray Liu, Ye Geoffrey Li

Publication date: 13 August 1998

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


zbMATH Keywords

parameter estimationmatrix pencilHankel approximation


Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Probabilistic methods, stochastic differential equations (65C99)


Related Items (1)

Filtering and frequency interpretations of singular spectrum analysis




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