The main contribution of this paper is an algorithm to find a minimal stable state-space realization of a linear discrete-time periodic system from a finite window of (normalized) covariances and Markov parameters. This contribution to the stochastic realization problem for periodic systems can be used for the identification of cyclostationary processes.
Realization from covariances and Markov parameters of a discrete-time periodic system
PINZONI, STEFANO
2004
Abstract
The main contribution of this paper is an algorithm to find a minimal stable state-space realization of a linear discrete-time periodic system from a finite window of (normalized) covariances and Markov parameters. This contribution to the stochastic realization problem for periodic systems can be used for the identification of cyclostationary processes.File in questo prodotto:
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