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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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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…