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
Link To Document