基于非因果模型的多维功率谱估计

K. Arun, J. Krogmeier
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引用次数: 2

摘要

提出了从协方差数据中识别非因果、理性、多维系统的方法,并结合了多维功率谱估计中非因果模型的发展。它显示了最近提出的非因果系统的状态概念和由此产生的秩属性如何用于模型估计。一般类型的非因果系统的研究包括四分之一平面因果,全极,可分离的,和可分解的模型先前考虑的2-D频谱估计。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Multi-dimensional power spectrum estimation using noncausal rational models
Methods are presented for the identification of noncausal, rational, multidimensional systems from covariance data in connection with the development of noncausal models in multidimensional power spectrum estimation. It is shown how a recently proposed notion of state for noncausal systems and the resulting rank properties can be used for model estimation. The general class of noncausal systems studied encompasses the quarter-plane causal, all-pole, separable, and factorizable models previously considered for 2-D spectrum estimation.<>
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