2 citations · 5 across the 7 of their papers we have counts for
3 papers · 1 filter
Identification of Low Rank Vector Processes
Wenqi Cao, Giorgio Picci, Anders Lindquist
We study modeling and identification of stationary processes with a spectral density matrix of low rank. Equivalently, we consider processes having an innovation of reduced dimensi…
Modeling of Low Rank Time Series
Wenqi Cao, Anders Lindquist, Giorgio Picci
Rank-deficient stationary stochastic vector processes are present in many problems in network theory and dynamic factor analysis. In this paper we study hidden dynamical relations…
Modeling and Identification of Low Rank Vector Processes
Giorgio Picci, Wenqi Cao, Anders Lindquist
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 whic…