Standard

Geometry of positive real functions with applications to the rational covariance extension problem. / Byrnes, Christopher I.; Lindquist, Anders; Gusev, Sergei V.; Matveev, Alexei S.

In: Proceedings of the IEEE Conference on Decision and Control, Vol. 4, 01.12.1994, p. 3883-3888.

Research output: Contribution to journal › Conference article › peer-review

Harvard

Byrnes, CI, Lindquist, A, Gusev, SV & Matveev, AS 1994, 'Geometry of positive real functions with applications to the rational covariance extension problem', Proceedings of the IEEE Conference on Decision and Control, vol. 4, pp. 3883-3888.

APA

Byrnes, C. I., Lindquist, A., Gusev, S. V., & Matveev, A. S. (1994). Geometry of positive real functions with applications to the rational covariance extension problem. Proceedings of the IEEE Conference on Decision and Control, 4, 3883-3888.

Vancouver

Byrnes CI, Lindquist A, Gusev SV, Matveev AS. Geometry of positive real functions with applications to the rational covariance extension problem. Proceedings of the IEEE Conference on Decision and Control. 1994 Dec 1;4:3883-3888.

Author

Byrnes, Christopher I. ; Lindquist, Anders ; Gusev, Sergei V. ; Matveev, Alexei S. / Geometry of positive real functions with applications to the rational covariance extension problem. In: Proceedings of the IEEE Conference on Decision and Control. 1994 ; Vol. 4. pp. 3883-3888.

BibTeX

@article{7763cbfc5f3249628b3e0fc47f087e77,
title = "Geometry of positive real functions with applications to the rational covariance extension problem",
abstract = "In this paper we provide a characterization of all positive rational extensions of a given partial covariance sequence. Indeed, motivated by its application to signal processing, speech processing and stochastic realization theory, this characterization is in terms of a complete bianalytic parameterization using familiar objects from systems theory. In particular, this proves a long-standing conjecture by Georgiou. The methodology is based on global analysis of the dynamics of certain fast algorithms for Kalman filtering.",
author = "Byrnes, {Christopher I.} and Anders Lindquist and Gusev, {Sergei V.} and Matveev, {Alexei S.}",
year = "1994",
month = dec,
day = "1",
language = "English",
volume = "4",
pages = "3883--3888",
journal = "Proceedings of the IEEE Conference on Decision and Control",
issn = "0191-2216",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
note = "Proceedings of the 33rd IEEE Conference on Decision and Control. Part 1 (of 4) ; Conference date: 14-12-1994 Through 16-12-1994",

}

RIS

TY - JOUR

T1 - Geometry of positive real functions with applications to the rational covariance extension problem

AU - Byrnes, Christopher I.

AU - Lindquist, Anders

AU - Gusev, Sergei V.

AU - Matveev, Alexei S.

PY - 1994/12/1

Y1 - 1994/12/1

N2 - In this paper we provide a characterization of all positive rational extensions of a given partial covariance sequence. Indeed, motivated by its application to signal processing, speech processing and stochastic realization theory, this characterization is in terms of a complete bianalytic parameterization using familiar objects from systems theory. In particular, this proves a long-standing conjecture by Georgiou. The methodology is based on global analysis of the dynamics of certain fast algorithms for Kalman filtering.

AB - In this paper we provide a characterization of all positive rational extensions of a given partial covariance sequence. Indeed, motivated by its application to signal processing, speech processing and stochastic realization theory, this characterization is in terms of a complete bianalytic parameterization using familiar objects from systems theory. In particular, this proves a long-standing conjecture by Georgiou. The methodology is based on global analysis of the dynamics of certain fast algorithms for Kalman filtering.

UR - http://www.scopus.com/inward/record.url?scp=0028749090&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0028749090

VL - 4

SP - 3883

EP - 3888

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

SN - 0191-2216

T2 - Proceedings of the 33rd IEEE Conference on Decision and Control. Part 1 (of 4)

Y2 - 14 December 1994 through 16 December 1994

ER -

ID: 50912421