2 citations · 2 across the 2 of their papers we have counts for
5 papers
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…
Approximation of stationary processes and Toeplitz Spectra
Giorgio Picci, Bin Zhu
We study the approximation of stationary processes by a simple class of purely deterministic signals. This has an analytic counterpart in the approximation of symmetric positive de…
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…
An Empirical Bayes Approach to Frequency Estimation
Giorgio Picci, Bin Zhu
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…
The Circulant Rational Covariance Extension Problem: The Complete Solution
Anders Lindquist, Giorgio Picci
The rational covariance extension problem to determine a rational spectral density given a finite number of covariance lags can be seen as a matrix completion problem to construct…