• DocumentCode
    2418779
  • Title

    RKH space methods for factoring the covariance operator

  • Author

    Fennell, Robert E. ; Reneke, James A.

  • Author_Institution
    Dept. of Math. Sci., Clemson Univ., SC, USA
  • fYear
    1991
  • fDate
    10-12 Mar 1991
  • Firstpage
    319
  • Lastpage
    322
  • Abstract
    Given discrete versions of the noise and response covariance functions for a linear hereditary system, an algorithm is presented to obtain an approximation to the system input/output operator. In order that the algorithm apply to a given covariance function, certain mild assumptions have to be made on the input/output operator and the noise process
  • Keywords
    identification; linear hereditary system; noise; reproducing kernel Hilbert space; response covariance functions; Approximation algorithms; Covariance matrix; Hilbert space; Kernel;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    System Theory, 1991. Proceedings., Twenty-Third Southeastern Symposium on
  • Conference_Location
    Columbia, SC
  • ISSN
    0094-2898
  • Print_ISBN
    0-8186-2190-7
  • Type

    conf

  • DOI
    10.1109/SSST.1991.138570
  • Filename
    138570