제어로봇시스템학회:학술대회논문집
- 제어로봇시스템학회 2001년도 ICCAS
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- Pages.33.5-33
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- 2001
Multidimensional Spectral Estimation by Modal Decomposition
초록
We consider here the problem of spectral estimation of multidimensional wide sense stationary (WSS) random process. A method, employing a special difference equation of correlation function, is proposed to solve the problem of multidimensional spectral estimation. In this approach, the special difference equation of correlation function is derived by modal decomposition method. Maximum likelihood estimator and Kalman filter are used to estimate the model parameters of the difference equation and the decomposed spectral residues. An algorithm is presented to estimate the multidimensional spectral density. According to the result of the simulation, these methods are feasible to estimate the spectral density of WSS process, which is realized by finite dimensional multivariable lineal system driven by white noise.
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