Spectrum Estimation and System Identification
Spectrum estimation refers to analyzing the distribution of power or en ergy with frequency of the given signal, and system identification refers to ways of characterizing the mechanism or system behind the observed sig nal/data. Such an identification allows one to predict the system outputs, and...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
1993, 1993
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| Edition: | 1st ed. 1993 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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