On the identification of certain rational transfer functions from truncated autocovariance sequences

F. Desbouvries; Ph Loubaton

doi:10.1109/9.763233

On the identification of certain rational transfer functions from truncated autocovariance sequences

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Abstract

Let H(z) = ∑_{k = 0}^∞ H_kz^-k be a q×p rational causal minimum phase transfer function, and let (R_n)_n∈Z be the autocovariance sequence associated to the spectral density H(z)H^T (z^-1). In this paper. the authors address the identification problem of H(z) from the truncated autocovariance sequence (R_n)_n≠0 for the case q>p.

Original language	English
Pages (from-to)	1078-1081
Number of pages	4
Journal	IEEE Transactions on Automatic Control
Volume	44
Issue number	5
DOIs	https://doi.org/10.1109/9.763233
Publication status	Published - 1 Jan 1999
Externally published	Yes

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title = "On the identification of certain rational transfer functions from truncated autocovariance sequences",

abstract = "Let H(z) = ∑k = 0∞ Hkz-k be a q×p rational causal minimum phase transfer function, and let (Rn)n∈Z be the autocovariance sequence associated to the spectral density H(z)HT (z-1). In this paper. the authors address the identification problem of H(z) from the truncated autocovariance sequence (Rn)n≠0 for the case q>p.",

author = "F. Desbouvries and Ph Loubaton",

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AU - Desbouvries, F.

AU - Loubaton, Ph

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N2 - Let H(z) = ∑k = 0∞ Hkz-k be a q×p rational causal minimum phase transfer function, and let (Rn)n∈Z be the autocovariance sequence associated to the spectral density H(z)HT (z-1). In this paper. the authors address the identification problem of H(z) from the truncated autocovariance sequence (Rn)n≠0 for the case q>p.

AB - Let H(z) = ∑k = 0∞ Hkz-k be a q×p rational causal minimum phase transfer function, and let (Rn)n∈Z be the autocovariance sequence associated to the spectral density H(z)HT (z-1). In this paper. the authors address the identification problem of H(z) from the truncated autocovariance sequence (Rn)n≠0 for the case q>p.

U2 - 10.1109/9.763233

DO - 10.1109/9.763233

M3 - Article

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VL - 44

SP - 1078

EP - 1081

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 5

ER -

On the identification of certain rational transfer functions from truncated autocovariance sequences

Abstract

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