TY - GEN

T1 - ON THE PARTIAL REALIZATION PROBLEM FOR COVARIANCE SEQUENCES.

AU - Georgiou, Tryphon T.

AU - Khargone Kar, Pramod P.

PY - 1982/12/1

Y1 - 1982/12/1

N2 - 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.

AB - 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.

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M3 - Conference contribution

AN - SCOPUS:0020234391

BT - Unknown Host Publication Title

PB - Princeton Univ

ER -