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Found 4 papers, 0 papers with code
Identification of Low Rank Vector Processes
We study modeling and identification of stationary processes with a spectral density matrix of low rank.
Modeling of Low Rank Time Series
In this paper we study hidden dynamical relations between the components of a discrete-time stochastic vector process and investigate their properties with respect to stability and causality.
Modeling and Identification of Low Rank Vector Processes
We study modeling and identification of processes with a spectral density matrix of low rank.
An Empirical Bayes Approach to Frequency Estimation
In this paper we show that the classical problem of frequency estimation can be formulated and solved efficiently in an empirical Bayesian framework by assigning a uniform a priori probability distribution to the unknown frequency.
