• DocumentCode
    836720
  • Title

    Calculation of the spectral density from the noise convolution integral covariance matrix

  • Author

    Strohbehn, K.

  • Author_Institution
    Johns Hopkins University, Laurel, MD, USA
  • Volume
    26
  • Issue
    4
  • fYear
    1981
  • fDate
    8/1/1981 12:00:00 AM
  • Firstpage
    969
  • Lastpage
    970
  • Abstract
    A problem which arises in system identification of continuous systems with nonuniform sampling is that of calculating the spectral density of a vector white noise process from a noise convolution integral covariance matrix. A numerical solution to this problem is presented which converges in one step.
  • Keywords
    Covariance matrices; Discrete-time systems; System identification; Continuous time systems; Convergence; Convolution; Covariance matrix; Iterative algorithms; Iterative methods; Parameter estimation; Symmetric matrices; System identification; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1981.1102754
  • Filename
    1102754
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=836720