Maciejowski, JM (1984) APPROXIMATE GAUSS-MARKOV REALISATION OF MULTIVARIATE STOCHASTIC PROCESSES. IEE Colloquium (Digest). ISSN 0963-3308Full text not available from this repository.
Given a spectral density matrix or, equivalently, a real autocovariance sequence, the author seeks to determine a finite-dimensional linear time-invariant system which, when driven by white noise, will produce an output whose spectral density is approximately PHI ( omega ), and an approximate spectral factor of PHI ( omega ). The author employs the Anderson-Faurre theory in his analysis.
|Divisions:||Div F > Control|
|Depositing User:||Cron job|
|Date Deposited:||04 Feb 2015 23:07|
|Last Modified:||05 Feb 2015 07:27|