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

F. Desbouvries
, Ph Loubaton

CNRS SAMOVAR UMR 5157
Université Gustave Eiffel

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

Résumé

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.

langue originale	Anglais
Pages (de - à)	1078-1081
Nombre de pages	4
journal	IEEE Transactions on Automatic Control
Volume	44
Numéro de publication	5
Les DOIs	https://doi.org/10.1109/9.763233
état	Publié - 1 janv. 1999
Modification externe	Oui

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10.1109/9.763233

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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.",

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AU - Loubaton, Ph

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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.

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DO - 10.1109/9.763233

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JO - IEEE Transactions on Automatic Control

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

Résumé

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