Spectrum Estimation and System Identification
Springer-Verlag New York Inc.
978-1-4613-8320-8 (ISBN)
1 Introduction.- 1.1 Introduction.- 1.2 Organization of the Book.- 1.3 Notations and Preliminaries.- 2 Power Spectra and Positive Functions.- 2.1 Stationary Processes and Power Spectra.- 2.2 Positive Functions.- Problems.- 3 Admissible Spectral Extensions.- 3.1 Introduction.- 3.2 Geometrical Solution.- 3.3 Parametrization of Admissible Extensions.- 3.4 Two-Step Predictor.- Appendix 3.A Maximization of the k-Step Minimum Mean-Square Prediction Error.- Appendix 3.B Uniqueness of ?(z).- Appendix 3.C Negative Discriminant.- Appendix 3.D Existence of the Second Bounded-Real Solution.- Problems.- 4 ARMA-System Identification and Rational Approximation.- 4.1 Introduction.- 4.2 ARMA-System Identification — A New Approach.- 4.3 Rational Approximation of Nonrational Systems.- Appendix 4.A A Necessary Condition for Padé-like Approximation.- Appendix 4.B Diagonal Padé Approximations of e-p.- Problems.- 5 Multichannel System Identification.- 5.1 Introduction.- 5.2 Multichannel Admissible Spectral Extensions.- 5.3 Multichannel Rational System Identification.- 5.4 Multichannel Rational Approximation of Nonrational Systems.- Appendix 5.A Reflection Coefficient Matrices and Their Left and Right Factors.- Appendix 5.B Renormalization of dn
(z).- Problems.- References.
Zusatzinfo | XI, 327 p. |
---|---|
Verlagsort | New York, NY |
Sprache | englisch |
Maße | 155 x 235 mm |
Themenwelt | Technik ► Elektrotechnik / Energietechnik |
Technik ► Nachrichtentechnik | |
ISBN-10 | 1-4613-8320-X / 146138320X |
ISBN-13 | 978-1-4613-8320-8 / 9781461383208 |
Zustand | Neuware |
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