DocumentCode
1506659
Title
On the identification of certain rational transfer functions from truncated autocovariance sequences
Author
Desbouvries, F. ; Loubaton, Ph
Author_Institution
Dept. Signal et Image, Inst. Nat. des Telecommun., Evry, France
Volume
44
Issue
5
fYear
1999
fDate
5/1/1999 12:00:00 AM
Firstpage
1078
Lastpage
1081
Abstract
Let H(z)=Σk=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
Keywords
covariance analysis; identification; rational functions; sequences; transfer functions; autocovariance sequence; identification; rational causal minimum phase transfer function; rational transfer functions; spectral density; truncated autocovariance sequences; Blind equalizers; Context; Covariance matrix; History; MIMO; Sensor arrays; Stochastic processes; Stochastic systems; Transfer functions; White noise;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.763233
Filename
763233
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