APPROXIMATION OF POWER SPECTRA BY PHASE MATCHING.

Michael Green; Brian D.O. Anderson

doi:10.1109/cdc.1986.267546

APPROXIMATION OF POWER SPECTRA BY PHASE MATCHING.

Michael Green^*, Brian D.O. Anderson

^*Corresponding author for this work

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

9 Citations (Scopus)

Abstract

We consider the problem of approximating high-order multivariable power spectra by lower-order power spectra using a phase-matching approach. The motivation for the approach is the identification of the Hankel operator associated with the 'phase function' as Akaike's canonical correlation operator. Thus the phase-matching approach can also be viewed as an algorithm for the approximate realization of a stochastic process by canonical variables, which is desirable for the implementation of an approximate Kalman filter of the power spectrum.

Original language	English
Pages (from-to)	1085-1090
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
DOIs	https://doi.org/10.1109/cdc.1986.267546
Publication status	Published - 1986

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10.1109/cdc.1986.267546

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title = "APPROXIMATION OF POWER SPECTRA BY PHASE MATCHING.",

abstract = "We consider the problem of approximating high-order multivariable power spectra by lower-order power spectra using a phase-matching approach. The motivation for the approach is the identification of the Hankel operator associated with the 'phase function' as Akaike's canonical correlation operator. Thus the phase-matching approach can also be viewed as an algorithm for the approximate realization of a stochastic process by canonical variables, which is desirable for the implementation of an approximate Kalman filter of the power spectrum.",

author = "Michael Green and Anderson, {Brian D.O.}",

year = "1986",

doi = "10.1109/cdc.1986.267546",

language = "English",

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AU - Green, Michael

AU - Anderson, Brian D.O.

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N2 - We consider the problem of approximating high-order multivariable power spectra by lower-order power spectra using a phase-matching approach. The motivation for the approach is the identification of the Hankel operator associated with the 'phase function' as Akaike's canonical correlation operator. Thus the phase-matching approach can also be viewed as an algorithm for the approximate realization of a stochastic process by canonical variables, which is desirable for the implementation of an approximate Kalman filter of the power spectrum.

AB - We consider the problem of approximating high-order multivariable power spectra by lower-order power spectra using a phase-matching approach. The motivation for the approach is the identification of the Hankel operator associated with the 'phase function' as Akaike's canonical correlation operator. Thus the phase-matching approach can also be viewed as an algorithm for the approximate realization of a stochastic process by canonical variables, which is desirable for the implementation of an approximate Kalman filter of the power spectrum.

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U2 - 10.1109/cdc.1986.267546

DO - 10.1109/cdc.1986.267546

M3 - Conference article

AN - SCOPUS:0023023848

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SP - 1085

EP - 1090

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

ER -

APPROXIMATION OF POWER SPECTRA BY PHASE MATCHING.

Abstract

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