Covariance Calculation for Floating-Point State-Space Realizations

DOI10.1109/TSP.2004.837439zbMath1370.94157MaRDI QIDQ5355579

Sangho Ko, Bitmead, Robert R.

Publication date: 20 September 2017

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Realizations from input-output data (93B15)

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