ON THE PARTIAL REALIZATION PROBLEM FOR COVARIANCE SEQUENCES.

Tryphon T. Georgiou; Pramod P. Khargone Kar

ON THE PARTIAL REALIZATION PROBLEM FOR COVARIANCE SEQUENCES.

Tryphon T. Georgiou, Pramod P. Khargone Kar

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English (US)
Title of host publication	Unknown Host Publication Title
Publisher	Princeton Univ
Number of pages	1
State	Published - Dec 1 1982

Cite this

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title = "ON THE PARTIAL REALIZATION PROBLEM FOR COVARIANCE SEQUENCES.",

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.",

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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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BT - Unknown Host Publication Title

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ER -

ON THE PARTIAL REALIZATION PROBLEM FOR COVARIANCE SEQUENCES.

Abstract

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