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20202023
most citedModeling of Low Rank Time Series

2 citations · 5 across the 7 of their papers we have counts for

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eess.SY2020

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…

math.DS2020

Spectral Rank, Feedback, Causality and the Indirect Method for CARMA Identification

Wenqi Cao, Anders Lindquist, Giorgio Picci

Building on a recent paper by Georgiou and Lindquist [1] on the problem of rank deficiency of spectral densities and hidden dynamical relations after sampling of continuous-time st…