This detailed study of spectrum estimation and system identification emphasizes a new approach that makes use of the nonnegativity condition of the spectrum. Beginning with second-order stationary stochastic processes, the one-to-one relationship between their spectra and bounded (or positive) functions is used to exhibit all solutions to the classical trigometric moment problem that deals with the extension of the given partial set of autocorrelations. A new approach that exploits rationality is presented for identifying the model order and system parameters of ARMA (rational) systems from their output measurements. This approach also provides rational approximations of nonrational systems. Extensions to the multichannel case in all of the above situations are also analyzed.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Book by None
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
EUR 105,00 per la spedizione da Germania a U.S.A.
Destinazione, tempi e costiDa: Buchpark, Trebbin, Germania
Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Deutsch | Produktart: Bücher. Codice articolo 673517/202
Quantità: 1 disponibili