In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian vector process. A new algorithm is presented for the case in which the process is given in terms of its spectral density function. Contrary to the usual procedure followed, which requires a partial fraction expansion, the algorithm presented starts with a (deterministic) realization of the spectral density function itself
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
ABSTP CT:K comprehensive theory of stochastic realization for multivariate stationary Gaussian proce...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
Abstract. In this paper we consider the problem of obtaining a state space realization of a zero mea...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
A spectral density matrix estimator for stationary stochastic vector processes is studied. As the du...
A spectral density matrix estimator for stationary stochastic vector processes is studied, As the du...
Abstract---We discuss the problem of generating realizations of length N from a Gaussian stationary ...
The subject of modelling and application of stochastic processes is too vast to be exhausted in a si...
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
ABSTP CT:K comprehensive theory of stochastic realization for multivariate stationary Gaussian proce...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
Abstract. In this paper we consider the problem of obtaining a state space realization of a zero mea...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
In this paper we consider the problem of obtaining a state space realization of a zero mean gaussian...
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
A spectral density matrix estimator for stationary stochastic vector processes is studied. As the du...
A spectral density matrix estimator for stationary stochastic vector processes is studied, As the du...
Abstract---We discuss the problem of generating realizations of length N from a Gaussian stationary ...
The subject of modelling and application of stochastic processes is too vast to be exhausted in a si...
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
A new procedure for stochastic realization of spectral density matrices is briefly reviewed. Afterwa...
ABSTP CT:K comprehensive theory of stochastic realization for multivariate stationary Gaussian proce...