On the identification of certain rational transfer functions from truncated autocovariance sequences
نویسندگان
چکیده
Let H(z) = 1k=0 Hkz k be a q p rational causal minimum phase transfer function, and let (Rn)n2 be the autocovariance sequence associated to the spectral density H(z)H (z ): In this paper, the authors address the identification problem of H(z) from the truncated autocovariance sequence (Rn)n6=0 for the case q > p:
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ورودعنوان ژورنال:
- IEEE Trans. Automat. Contr.
دوره 44 شماره
صفحات -
تاریخ انتشار 1999