Spectrum estimation and system identification
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| Hauptverfasser: | , |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York u.a.
Springer
1993
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| Online-Zugang: | Inhaltsverzeichnis |
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MARC
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| 100 | 1 | |a Pillai, S. Unnikrishna |d 1955- |e Verfasser |0 (DE-588)132599155 |4 aut | |
| 245 | 1 | 0 | |a Spectrum estimation and system identification |c S. Unnikrishna Pillai ; Theodore I. Shim |
| 264 | 1 | |a New York u.a. |b Springer |c 1993 | |
| 300 | |a X, 327 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Literaturverz. S. 317 - 324 | ||
| 650 | 4 | |a Energía fantasma | |
| 650 | 4 | |a Identificación de sistemas | |
| 650 | 4 | |a Mathematik | |
| 650 | 4 | |a Power spectra | |
| 650 | 4 | |a Signal processing |x Mathematics | |
| 650 | 4 | |a System identification | |
| 650 | 0 | 7 | |a Systemidentifikation |0 (DE-588)4121753-6 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Spektralanalyse |g Stochastik |0 (DE-588)4056125-2 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Signalverarbeitung |0 (DE-588)4054947-1 |2 gnd |9 rswk-swf |
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| 689 | 2 | 1 | |a Systemidentifikation |0 (DE-588)4121753-6 |D s |
| 689 | 2 | |5 DE-604 | |
| 700 | 1 | |a Shim, Theodore I. |e Verfasser |4 aut | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-005537161 | |
Datensatz im Suchindex
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| _version_ | 1823050813449175040 |
| adam_text | Contents
Dedication v
Preface vii
Chapter 1 Introduction 1
1 1 Introduction 1
1 2 Organization of the Book 3
1 3 Notations and Preliminaries 5
Chapter 2 Power Spectra and Positive Functions 7
2 1 Stationary Processes and Power Spectra 7
211 Linear Prediction 22
2 2 Positive Functions 31
221 Bounded Functions 39
222 Schur Algorithm and Line Extraction 49
Problems 56
Chapter 3 Admissible Spectral Extensions 61
3 1 Introduction 61
3 2 Geometrical Solution 62
3 3 Parametrization of Admissible Extensions 66
331 Levinson Polynomials and Reflection Coefficients 75
332 Reflection Coefficients and Characteristic Impedances 84
3 4 Two-Step Predictor 87
Appendix 3 A Maximization of the fc-Step
Minimum Mean-Square Prediction Error 105
Appendix 3 B Uniqueness of p(z) 109
Appendix 3 C Negative Discriminant 110
Appendix 3 D Existence of the Second Bounded-Real Solution 111
Problems 113
Chapter 4 ARMA-System Identification
and Rational Approximation 117
4 1 Introduction 117
411 Exact Autocorrelations Case 118
412 Known Data Case 125
Contents
4 2 ARMA-System Identification - A New Approach 132
421 ARMA-System Characterization 136
422 ARMA-Parameter Estimation 140
423 Model Order Selection 143
424 Simulation Results 146
4 3 Rational Approximation of Nonrational Systems 163
431 Pade-like Approximation 164
432 Numerical Results 172
Appendix 4AA Necessary Condition for
Pade-like Approximation 188
Appendix 4 B Diagonal Pade Approximations of e~p 190
Problems 195
Chapter 5 Multichannel System Identification 197
5 1 Introduction 197
5 2 Multichannel Admissible Spectral Extensions 207
521 Multichannel Schur Algorithm
and a Weak Form of Richards’ Theorem 211
522 Left-Inverse Form 216
523 Right-Inverse Form 223
524 Multichannel Spectral Extension
— Youla’s Representation 230
5 3 Multichannel Rational System Identification 240
531 MARMA System Characterization 243
532 MARMA Parameter Estimation 247
533 Model Order Selection 249
534 Simulation Results 254
5 4 Multichannel Rational Approximation of
Nonrational Systems 286
541 Multichannel Pade-like Approximation 288
Appendix 5 A Reflection Coefficient Matrices
and Their Left and Right Factors 304
Appendix 5 B Renormalization of dn(z) 307
Problems 311
References 317
Index 325
|
| any_adam_object | 1 |
| author | Pillai, S. Unnikrishna 1955- Shim, Theodore I. |
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| discipline | Informatik Mathematik Elektrotechnik / Elektronik / Nachrichtentechnik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
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| id | DE-604.BV008404030 |
| illustrated | Illustrated |
| indexdate | 2025-02-03T16:22:41Z |
| institution | BVB |
| isbn | 3540940235 0387940235 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-005537161 |
| oclc_num | 27429620 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-29T DE-739 DE-706 DE-83 DE-188 |
| owner_facet | DE-91 DE-BY-TUM DE-19 DE-BY-UBM DE-29T DE-739 DE-706 DE-83 DE-188 |
| physical | X, 327 S. graph. Darst. |
| publishDate | 1993 |
| publishDateSearch | 1993 |
| publishDateSort | 1993 |
| publisher | Springer |
| record_format | marc |
| spellingShingle | Pillai, S. Unnikrishna 1955- Shim, Theodore I. Spectrum estimation and system identification Energía fantasma Identificación de sistemas Mathematik Power spectra Signal processing Mathematics System identification Systemidentifikation (DE-588)4121753-6 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Signalverarbeitung (DE-588)4054947-1 gnd |
| subject_GND | (DE-588)4121753-6 (DE-588)4056125-2 (DE-588)4054947-1 |
| title | Spectrum estimation and system identification |
| title_auth | Spectrum estimation and system identification |
| title_exact_search | Spectrum estimation and system identification |
| title_full | Spectrum estimation and system identification S. Unnikrishna Pillai ; Theodore I. Shim |
| title_fullStr | Spectrum estimation and system identification S. Unnikrishna Pillai ; Theodore I. Shim |
| title_full_unstemmed | Spectrum estimation and system identification S. Unnikrishna Pillai ; Theodore I. Shim |
| title_short | Spectrum estimation and system identification |
| title_sort | spectrum estimation and system identification |
| topic | Energía fantasma Identificación de sistemas Mathematik Power spectra Signal processing Mathematics System identification Systemidentifikation (DE-588)4121753-6 gnd Spektralanalyse Stochastik (DE-588)4056125-2 gnd Signalverarbeitung (DE-588)4054947-1 gnd |
| topic_facet | Energía fantasma Identificación de sistemas Mathematik Power spectra Signal processing Mathematics System identification Systemidentifikation Spektralanalyse Stochastik Signalverarbeitung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005537161&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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