TY - JOUR

T1 - A new algorithm for Gauss Markov identification

AU - Bernhard, P.

AU - Benveniste, A.

AU - Cohen, G.

AU - Chatelon, J.

PY - 1975/1/1

Y1 - 1975/1/1

N2 - Based on the theory of Gauss Markov representation established by FAURRE [4], and on a new theorem about the inverse of the spectrum of the signal process, a new algorithm is proposed, using frequency methods, but which does not appeal to classical spectral factorization, nor to any algebraic Riccati equation.

AB - Based on the theory of Gauss Markov representation established by FAURRE [4], and on a new theorem about the inverse of the spectrum of the signal process, a new algorithm is proposed, using frequency methods, but which does not appeal to classical spectral factorization, nor to any algebraic Riccati equation.

KW - Riccati Equation

KW - Algebraic Riccati Equation

KW - Noise Covariance Matrix

KW - Realization Algorithm

KW - Mathematical System Theory

UR - http://www.scopus.com/inward/record.url?scp=85034961768&partnerID=8YFLogxK

U2 - 10.1007/3-540-07165-2_4

DO - 10.1007/3-540-07165-2_4

M3 - Article

AN - SCOPUS:85034961768

SN - 0302-9743

VL - 27 LNCS

SP - 22

EP - 27

JO - Lecture Notes in Computer Science

JF - Lecture Notes in Computer Science

ER -