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:||02 Sep 2016 17:01|
|Last Modified:||28 Sep 2016 03:57|