41 citations · 89 across the 13 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.PR2020★ 2 cited
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…
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…