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

Let H(z)=Σ_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