Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models-Reference-Cited by-同舟云学术

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Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models

Published:1993-03 Issue:2 Volume:29 Page:517-522
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Bittanti Sergio,De Nicolao Giuseppe

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference25 articles.

1. Spectral factorization of time-varying covariance functions;Anderson;IEEE Trans. on Information Theory,1969

2. Spectral factorization of a finite-dimensional nonstationary matrix covariance;Anderson;IEEE Trans. Aut. Control,1974

3. Deterministic and stochastic linear periodic systems;Bittanti,1986

4. Discrete-time linear periodic systems: Gramian and modal criteria for reachability and controllability;Bittanti;Int. J. Control,1985

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