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State-space and Yule-Walker approaches to pole estimation |
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| Authors: | Stoica P. Soderstrom T. |
| Affiliation: | Dept. of Technol., Uppsala Univ., Sweden; |
| Abstract: | The pole estimates provided by the state-space and Yule-Walker approaches are shown to coincide in the cases where the Hankel matrix of sample covariances used by both methods has full column rank.< |
| Keywords: | |