A covariance extension approach to identification of time series
Author:
Publisher
Elsevier BV
Subject
Electrical and Electronic Engineering,Control and Systems Engineering
Reference56 articles.
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3. Burg, J. P. (1975). Maximum entropy spectral analysis. Ph.D. thesis, Stanford University, Dept. Geophysics, Stanford CA.
4. A convex optimization approach to the rational covariance extension problem;Byrnes;SIAM Journal on Control and Optimization,1999
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