Identification of rank one rational spectral densities from noisy observations: a stochastic realization approach

DOI10.1016/0167-6911(94)00034-SzbMath0877.93132OpenAlexW2059378313MaRDI QIDQ673893

Inbar Fijalkow, Philippe Loubaton

Publication date: 28 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(94)00034-s

zbMATH Keywords

identificationStochastic realizationInnovation sequenceJ-unitary matrix valued functionRank one matricesRational spectral density matrix

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Related Items (1)

Identification of certain noisy MA models: new results

Cites Work

• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• On the Stochastic Realization Problem
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