32 citations · 103 across the 26 of their papers we have counts for
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eess.SY2021★ 1 cited
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…
eess.SY2021★ 2 cited
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…