کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
565056 875668 2006 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the simultaneous realization problem—Markov-parameter and covariance interpolation
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر پردازش سیگنال
پیش نمایش صفحه اول مقاله
On the simultaneous realization problem—Markov-parameter and covariance interpolation
چکیده انگلیسی

An efficient algorithm for determining the unique minimal and stable realization of a window of Markov parameters and covariances is derived. The main difference compared to the Q-Markov COVER theory is that here we let the variance of the input noise be a variable, thus avoiding a certain data consistency criterion. First, it is shown that maximizing the input variance of the realization over all interpolants yields a minimal degree solution—a result closely related to maximum entropy. Secondly, the state space approach of the Q-Markov COVER theory is used for analyzing the stability and structure of the realization by straightforward application of familiar realization theory concepts, in particular the occurrence of singular spectral measures is characterized.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 86, Issue 10, October 2006, Pages 3043–3054
نویسندگان
,