The Carathéodory–Fejér–Pisarenko Decomposition and Its Multivariable Counterpart

DOI10.1109/TAC.2006.890479zbMath1366.94102arXivmath/0509225MaRDI QIDQ5282030

Tryphon T. Georgiou

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509225

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Analysis of variance and covariance (ANOVA) (62J10)

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