论文标题
低等级矢量过程的建模和识别
Modeling and Identification of Low Rank Vector Processes
论文作者
论文摘要
我们研究具有低级光谱密度矩阵的过程的建模和识别。等效地，我们考虑具有缩小维度创新的过程，该尺寸的预测错误方法（PEM）算法不直接适用。我们表明，这些过程允许具有确定性反馈通道的特殊反馈结构，该结构可用于分为两个步骤，其中一个可以基于标准算法，而另一个则基于确定性最小二乘正方形。
We study modeling and identification of processes with a spectral density matrix of low rank. Equivalently, we consider processes having an innovation of reduced dimension for which Prediction Error Methods (PEM) algorithms are not directly applicable. We show that these processes admit a special feedback structure with a deterministic feedback channel which can be used to split the identification in two steps, one of which can be based on standard algorithms while the other is based on a deterministic least squares fit.
