DocumentCode
1089425
Title
State-space and Yule-Walker approaches to pole estimation
Author
Stoica, Petre ; Soderstrom, Torsten
Author_Institution
Dept. of Technol., Uppsala Univ., Sweden
Volume
28
Issue
7
fYear
1992
fDate
3/26/1992 12:00:00 AM
Firstpage
632
Lastpage
634
Abstract
The pole estimates provided by the state-space and Yule-Walker approaches are shown to coincide in the cases where the Hankel matrix of sample covariances used by both methods has full column rank.
Keywords
State estimation; matrix algebra; poles and zeros; state estimation; state-space methods; Hankel matrix; Yule-Walker approaches; full column rank; pole estimation; sample covariances; state space approach;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19920399
Filename
133036
Link To Document