ON THE PARTIAL REALIZATION PROBLEM FOR COVARIANCE SEQUENCES.

Tryphon T. Georgiou, Pramod P. Khargone Kar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

The function pi (z)/ chi (z) is called a PR(positive real) - extension of C//t if and only if pi (z)/ chi (z) is positive real, and a//s equals c//s, s equals 0, 1, . . . , t. A characterization of all PR-extensions of a given partial covariance sequence is considered. As an application of our approach we present a natural algorithm for spectral factorization only summary is given.

Original languageEnglish (US)
Title of host publicationUnknown Host Publication Title
PublisherPrinceton Univ
Number of pages1
StatePublished - Dec 1 1982

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