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20112022
most citedA Maximum Entropy solution of the Covariance Extension Problem for Reciprocal Processes

41 citations · 89 across the 13 of their papers we have counts for

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Showing 2015Show all

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math.ST2015

Modeling of Stationary Periodic Time Series by ARMA Representations

Anders Lindquist, Giorgio Picci

This is a survey of some recent results on the rational circulant covariance extension problem: Given a partial sequence of covariance lags $c_k=\mathbb{E}\{y…

math.OC2015

Representation and Factorization of Discrete-Time Rational All-Pass Functions

Augusto Ferrante, Giorgio Picci

We obtain a general characterization of discrete-time all-pass rational matrix functions from state-space representations. It can be employed to address model reduction problems in…